-99.8%
HCWB vs VT
+76.2%
-176.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -14.3% | +0.4% | -14.7% | -14.5% |
| 30D | -14.3% | +1.0% | -15.3% | -14.6% |
| 3M | -69.9% | +2.4% | -72.3% | -70.2% |
| 6M | -25.4% | +12.0% | -37.4% | -29.6% |
| YTD | -49.5% | +15.3% | -64.9% | -53.1% |
| 1Y | -89.4% | +22.6% | -112.0% | -90.4% |
| 3Y | -99.3% | +74.7% | -174.0% | -99.5% |
| 5Y | -99.7% | +66.1% | -165.8% | -99.7% |
| All | -99.8% | +76.2% | -176.0% | -99.8% |
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