+742.6%
VGT vs HWM
+1,503.5%
-760.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +5.6% | +11.1% | -5.5% | +2.4% |
| 30D | -10.6% | +3.0% | -13.5% | -11.7% |
| 3M | -6.9% | -20.7% | +13.8% | -1.1% |
| 6M | +0.9% | -17.2% | +18.1% | +5.6% |
| YTD | +20.4% | +9.1% | +11.4% | +15.1% |
| 1Y | +17.4% | +9.0% | +8.3% | +12.1% |
| 3Y | +106.3% | +353.8% | -247.6% | +27.5% |
| 5Y | +107.9% | +608.0% | -500.2% | +13.1% |
| All | +742.6% | +1,503.5% | -760.9% | +255.5% |
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