+390.3%
HWM vs VWO
+64.3%
+326.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -8.0% | +0.2% | -8.2% | -8.1% |
| 30D | -18.0% | +0.9% | -18.9% | -18.5% |
| 3M | -9.5% | +4.3% | -13.8% | -12.4% |
| 6M | -8.4% | +10.5% | -18.9% | -15.5% |
| YTD | +13.6% | +13.4% | +0.3% | +2.7% |
| 1Y | +30.2% | +18.6% | +11.7% | +13.8% |
| All | +390.3% | +64.3% | +326.0% | +220.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling