-99.9%
HCWB vs VT
+70.2%
-170.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.2% | -6.6% |
| 7D | -23.0% | +2.9% | -25.9% | -24.0% |
| 30D | -36.4% | -2.5% | -33.9% | -35.7% |
| 3M | -74.5% | -3.3% | -71.2% | -74.1% |
| 6M | -60.7% | +1.5% | -62.3% | -61.0% |
| YTD | -86.3% | +11.4% | -97.6% | -87.0% |
| 1Y | -94.9% | +11.9% | -106.8% | -95.1% |
| 3Y | -99.8% | +73.9% | -173.6% | -99.8% |
| 5Y | -99.9% | +57.9% | -157.8% | -99.9% |
| All | -99.9% | +70.2% | -170.1% | -100.0% |
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