+4.4%
HWM vs VWO
+5.9%
-1.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.6% |
| 7D | +9.4% | -1.3% | +10.7% | +10.5% |
| 30D | -7.0% | -7.1% | +0.2% | -1.4% |
| 3M | -25.9% | -6.1% | -19.8% | -22.2% |
| 6M | -10.8% | -3.9% | -6.9% | -9.0% |
| YTD | +4.3% | +5.0% | -0.7% | -6.3% |
| 1Y | +4.4% | +6.0% | -1.6% | -8.2% |
| All | +4.4% | +5.9% | -1.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling