+426.9%
VUG vs HWM
+1,323.5%
-896.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.7% | +10.3% | +2.5% |
| 7D | +0.9% | -9.2% | +10.0% | +3.3% |
| 30D | -1.4% | -17.9% | +16.4% | +3.5% |
| 3M | +2.3% | -6.0% | +8.4% | +3.4% |
| 6M | +15.7% | -7.4% | +23.0% | +16.9% |
| YTD | +8.6% | +13.1% | -4.5% | +3.6% |
| 1Y | +14.1% | +29.3% | -15.3% | +4.7% |
| 3Y | +87.9% | +389.9% | -302.0% | +19.1% |
| 5Y | +76.3% | +655.5% | -579.2% | -0.1% |
| All | +426.9% | +1,323.5% | -896.7% | +143.4% |
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 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