+135.2%
VGT vs HWM
+658.8%
-523.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.5% | -8.0% | +9.5% | +4.6% |
| 30D | +0.5% | -18.0% | +18.5% | +8.4% |
| 3M | +5.3% | -9.5% | +14.8% | +8.6% |
| 6M | +32.4% | -8.4% | +40.8% | +34.8% |
| YTD | +28.6% | +13.6% | +15.0% | +18.2% |
| 1Y | +37.6% | +30.2% | +7.4% | +18.6% |
| 3Y | +125.5% | +392.2% | -266.7% | -0.3% |
| 5Y | +135.2% | +645.2% | -510.0% | -16.8% |
| All | +135.2% | +658.8% | -523.7% | -16.8% |
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