+790.1%
VGT vs HWM
+1,494.1%
-704.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.0% | -2.1% | +3.1% | +1.5% |
| 30D | +1.3% | -11.0% | +12.3% | +4.6% |
| 3M | -1.1% | +4.0% | -5.2% | -2.8% |
| 6M | +32.6% | -0.2% | +32.8% | +31.6% |
| YTD | +29.0% | +26.7% | +2.3% | +18.7% |
| 1Y | +39.7% | +44.7% | -5.0% | +23.3% |
| 3Y | +120.9% | +426.1% | -305.2% | +31.8% |
| 5Y | +133.6% | +738.5% | -605.0% | +22.1% |
| All | +790.1% | +1,494.1% | -704.0% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling