+65.5%
VZ vs HWM
+1,472.2%
-1,406.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.1% |
| 7D | +2.1% | +3.3% | -1.2% | +1.8% |
| 30D | +1.4% | -7.6% | +9.0% | +1.9% |
| 3M | -1.3% | -28.9% | +27.7% | +1.5% |
| 6M | -0.5% | -19.7% | +19.1% | +0.9% |
| YTD | +19.6% | +0.5% | +19.1% | +18.4% |
| 1Y | +22.4% | +0.3% | +22.1% | +21.1% |
| 3Y | +55.9% | +325.8% | -270.0% | +29.0% |
| 5Y | +20.4% | +524.7% | -504.3% | -5.7% |
| All | +65.5% | +1,472.2% | -1,406.7% | +20.3% |
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 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