+194.4%
HAWX vs VT
+228.0%
-33.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +0.3% | +0.4% | -0.2% | -0.1% |
| 30D | +0.8% | +1.0% | -0.1% | +0.1% |
| 3M | +1.9% | +2.4% | -0.5% | +0.2% |
| 6M | +11.0% | +12.0% | -1.0% | +2.0% |
| YTD | +18.5% | +15.3% | +3.2% | +6.7% |
| 1Y | +30.0% | +22.6% | +7.4% | +11.8% |
| 3Y | +78.7% | +74.7% | +4.1% | +17.8% |
| 5Y | +83.7% | +66.1% | +17.6% | +24.9% |
| 10Y | +210.0% | +225.0% | -15.0% | +40.0% |
| All | +194.4% | +228.0% | -33.6% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling