+57.3%
VUG vs HWM
+522.4%
-465.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | 0.0% |
| 7D | -3.4% | +3.4% | -6.8% | -4.8% |
| 30D | -11.1% | -7.5% | -3.6% | -8.9% |
| 3M | -7.2% | -28.9% | +21.6% | +4.2% |
| 6M | -4.1% | -19.6% | +15.5% | +2.1% |
| YTD | +1.4% | +0.6% | +0.8% | -2.6% |
| 1Y | +1.9% | +0.3% | +1.6% | -2.1% |
| 3Y | +77.7% | +326.1% | -248.4% | -16.4% |
| All | +57.3% | +522.4% | -465.0% | -42.2% |
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 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