+198.7%
HAWX vs VT
+223.7%
-25.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | -1.8% | -2.6% | +0.8% | +0.3% |
| 3M | -3.0% | -3.2% | +0.3% | -0.3% |
| 6M | +1.6% | +0.9% | +0.7% | +1.0% |
| YTD | +14.5% | +11.3% | +3.2% | +5.2% |
| 1Y | +18.1% | +14.0% | +4.1% | +6.3% |
| 3Y | +76.3% | +75.8% | +0.5% | +11.2% |
| 5Y | +76.7% | +57.8% | +18.8% | +21.2% |
| 10Y | +198.7% | +219.8% | -21.1% | +13.3% |
| All | +198.7% | +223.7% | -25.0% | +13.3% |
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