+105.8%
V vs HWM
+606.1%
-500.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -0.4% | +11.1% | -11.5% | -2.9% |
| 30D | +6.3% | +3.0% | +3.4% | +5.1% |
| 3M | +17.2% | -20.7% | +37.9% | +23.3% |
| 6M | +29.2% | -17.2% | +46.4% | +33.9% |
| YTD | +20.8% | +9.1% | +11.7% | +14.1% |
| 1Y | +25.0% | +9.0% | +16.0% | +18.0% |
| 3Y | +75.3% | +353.8% | -278.6% | -6.4% |
| 5Y | +105.8% | +608.0% | -502.2% | -13.4% |
| All | +105.8% | +606.1% | -500.2% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling