+76.5%
VUG vs HWM
+743.6%
-667.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | -0.3% | -11.0% | +10.7% | +3.8% |
| 3M | -0.7% | +4.0% | -4.7% | -2.9% |
| 6M | +14.6% | -0.2% | +14.8% | +13.3% |
| YTD | +9.0% | +26.7% | -17.6% | -2.7% |
| 1Y | +14.9% | +44.7% | -29.9% | -3.3% |
| 3Y | +86.0% | +426.1% | -340.0% | -14.9% |
| All | +76.5% | +743.6% | -667.1% | -36.3% |
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