+640.6%
HWM vs VYM
+75.8%
+564.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | -12.5% | -1.9% | -10.7% | -10.2% |
| 30D | -19.0% | -2.6% | -16.4% | -16.0% |
| 3M | -8.6% | +3.6% | -12.2% | -12.8% |
| 6M | -10.2% | +8.7% | -18.8% | -19.6% |
| YTD | +11.3% | +14.1% | -2.8% | -6.7% |
| 1Y | +24.3% | +17.8% | +6.4% | -0.3% |
| 3Y | +382.3% | +64.5% | +317.7% | +148.3% |
| 5Y | +640.6% | +77.5% | +563.1% | +246.8% |
| All | +640.6% | +75.8% | +564.9% | +246.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling