-99.9%
HCWB vs VT
+72.4%
-172.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.9% |
| 7D | -11.5% | -0.3% | -11.2% | -11.4% |
| 30D | -34.1% | -1.4% | -32.7% | -33.7% |
| 3M | -70.0% | -1.4% | -68.6% | -69.8% |
| 6M | -56.1% | +5.5% | -61.6% | -57.3% |
| YTD | -81.5% | +12.8% | -94.3% | -82.6% |
| 1Y | -94.7% | +15.4% | -110.1% | -95.1% |
| 3Y | -99.7% | +76.9% | -176.6% | -99.8% |
| 5Y | -99.9% | +60.4% | -160.3% | -99.9% |
| All | -99.9% | +72.4% | -172.3% | -99.9% |
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