+1,573.3%
HWM vs VYM
+208.8%
+1,364.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.4% | -10.3% | -10.1% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -17.9% | -1.3% | -16.6% | -16.2% |
| 3M | -6.0% | +4.1% | -10.1% | -11.3% |
| 6M | -7.4% | +9.8% | -17.1% | -19.2% |
| YTD | +13.1% | +15.3% | -2.2% | -8.3% |
| 1Y | +29.3% | +20.0% | +9.3% | -1.3% |
| 3Y | +389.9% | +66.2% | +323.7% | +130.3% |
| 5Y | +655.5% | +77.5% | +578.0% | +224.1% |
| All | +1,573.3% | +208.8% | +1,364.6% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling