-56.1%
HCWB vs VT
+5.0%
-61.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -4.2% |
| 7D | -11.5% | -0.3% | -11.2% | -11.7% |
| 30D | -34.1% | -1.4% | -32.7% | -35.4% |
| 3M | -70.0% | -1.4% | -68.6% | -70.6% |
| 6M | -56.1% | +5.5% | -61.6% | +4.1% |
| All | -56.1% | +5.0% | -61.1% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling