-46.6%
HAWK vs VT
+0.6%
-47.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.8% | -0.3% | +24.1% | +24.2% |
| 7D | +22.8% | +2.4% | +20.4% | +18.5% |
| 30D | +46.7% | -1.5% | +48.2% | +50.0% |
| 3M | -25.5% | -4.1% | -21.4% | -19.9% |
| 6M | -46.1% | +0.6% | -46.7% | -48.2% |
| All | -46.6% | +0.6% | -47.2% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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