+476.5%
V vs HWM
+1,503.5%
-1,027.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.4% | +11.1% | -11.5% | -3.2% |
| 30D | +6.3% | +3.0% | +3.4% | +5.0% |
| 3M | +17.2% | -20.7% | +37.9% | +23.7% |
| 6M | +29.2% | -17.2% | +46.4% | +34.3% |
| YTD | +20.8% | +9.1% | +11.7% | +14.7% |
| 1Y | +25.0% | +9.0% | +16.0% | +18.6% |
| 3Y | +75.3% | +353.8% | -278.6% | +4.5% |
| 5Y | +105.8% | +608.0% | -502.2% | +5.8% |
| All | +476.5% | +1,503.5% | -1,027.0% | +114.6% |
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