+1,559.5%
HWM vs VYM
+207.6%
+1,351.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | -0.3% |
| 7D | -11.4% | -0.8% | -10.6% | -10.3% |
| 30D | -18.5% | -2.2% | -16.2% | -15.6% |
| 3M | -13.2% | +3.1% | -16.2% | -17.0% |
| 6M | -8.7% | +9.7% | -18.4% | -20.3% |
| YTD | +12.2% | +14.9% | -2.7% | -8.6% |
| 1Y | +24.9% | +17.6% | +7.3% | -1.7% |
| 3Y | +383.9% | +65.3% | +318.6% | +129.4% |
| 5Y | +646.1% | +78.7% | +567.4% | +216.7% |
| All | +1,559.5% | +207.6% | +1,351.8% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling