+1,573.3%
HWM vs VWO
+112.6%
+1,460.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.3% | -10.4% | -10.4% |
| 7D | -9.2% | +0.9% | -10.1% | -9.9% |
| 30D | -17.9% | +1.3% | -19.1% | -18.8% |
| 3M | -6.0% | +5.1% | -11.1% | -10.5% |
| 6M | -7.4% | +12.5% | -19.9% | -17.6% |
| YTD | +13.1% | +14.0% | -0.9% | -0.8% |
| 1Y | +29.3% | +19.7% | +9.6% | +8.2% |
| 3Y | +389.9% | +66.8% | +323.1% | +192.3% |
| 5Y | +655.5% | +36.2% | +619.3% | +450.6% |
| All | +1,573.3% | +112.6% | +1,460.7% | +734.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling