+66.4%
VZ vs HWM
+1,135.2%
-1,068.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.4% |
| 7D | +5.6% | -2.4% | +8.1% | +5.8% |
| 30D | +1.9% | -13.3% | +15.1% | +3.0% |
| 3M | +0.8% | -31.0% | +31.8% | +3.9% |
| 6M | +0.6% | -17.1% | +17.8% | +1.8% |
| YTD | +20.8% | -1.9% | +22.6% | +19.8% |
| 1Y | +23.9% | -2.4% | +26.4% | +23.0% |
| 3Y | +55.7% | +322.2% | -266.5% | +28.9% |
| 5Y | +21.5% | +509.8% | -488.3% | -4.7% |
| 10Y | +68.5% | +1,453.8% | -1,385.3% | +19.2% |
| All | +66.4% | +1,135.2% | -1,068.8% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling