+444.2%
V vs HWM
+1,636.6%
-1,192.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.5% |
| 7D | -0.8% | +1.6% | -2.4% | -1.4% |
| 30D | +9.5% | -3.9% | +13.5% | +10.2% |
| 3M | +16.7% | -23.2% | +39.9% | +24.3% |
| 6M | +32.9% | -20.0% | +52.9% | +39.4% |
| YTD | +21.1% | +5.7% | +15.4% | +16.0% |
| 1Y | +26.6% | +4.9% | +21.8% | +21.5% |
| 3Y | +78.4% | +347.0% | -268.6% | +7.0% |
| 5Y | +105.5% | +563.0% | -457.5% | +8.0% |
| 10Y | +444.2% | +1,579.2% | -1,134.9% | +107.7% |
| All | +444.2% | +1,636.6% | -1,192.4% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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