+202.8%
HAWX vs VT
+221.4%
-18.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.8% | +1.0% | -0.2% | 0.0% |
| 30D | 0.0% | -0.2% | +0.2% | +0.2% |
| 3M | +4.0% | +4.5% | -0.5% | +0.4% |
| 6M | +13.7% | +14.1% | -0.3% | +2.4% |
| YTD | +18.0% | +14.8% | +3.2% | +5.8% |
| 1Y | +28.4% | +21.2% | +7.2% | +10.1% |
| 3Y | +79.8% | +76.6% | +3.2% | +13.4% |
| 5Y | +83.3% | +66.6% | +16.7% | +20.5% |
| 10Y | +202.8% | +222.3% | -19.4% | +22.7% |
| All | +202.8% | +221.4% | -18.6% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling