+73.7%
VTI vs HWM
+658.8%
-585.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.4% | -8.0% | +7.7% | +2.1% |
| 30D | -1.6% | -18.0% | +16.4% | +4.5% |
| 3M | +3.6% | -9.5% | +13.1% | +6.1% |
| 6M | +13.0% | -8.4% | +21.4% | +14.6% |
| YTD | +12.7% | +13.6% | -0.9% | +5.4% |
| 1Y | +18.4% | +30.2% | -11.9% | +5.0% |
| 3Y | +76.4% | +392.2% | -315.8% | -10.8% |
| 5Y | +73.7% | +645.2% | -571.5% | -27.8% |
| All | +73.7% | +658.8% | -585.2% | -27.8% |
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