+177.6%
HAWX vs VT
+208.5%
-30.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.1% | -2.3% | +1.2% | +0.7% |
| 30D | -4.1% | -5.0% | +0.9% | -0.3% |
| 3M | -4.6% | -4.9% | +0.3% | -0.9% |
| 6M | -1.3% | -1.5% | +0.3% | 0.0% |
| YTD | +11.8% | +8.5% | +3.3% | +5.4% |
| 1Y | +15.2% | +11.4% | +3.9% | +6.6% |
| 3Y | +71.5% | +70.1% | +1.4% | +15.5% |
| 5Y | +72.3% | +53.7% | +18.6% | +24.3% |
| 10Y | +197.1% | +220.0% | -22.9% | +38.9% |
| All | +177.6% | +208.5% | -30.9% | +40.5% |
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