+225.9%
HFWA vs VT
+374.2%
-148.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +0.4% | +1.7% | +1.8% |
| 30D | -2.4% | +1.0% | -3.4% | -3.1% |
| 3M | +6.9% | +2.4% | +4.5% | +4.7% |
| 6M | +13.1% | +12.0% | +1.1% | +3.4% |
| YTD | +27.1% | +15.3% | +11.8% | +13.7% |
| 1Y | +21.4% | +22.6% | -1.2% | +3.7% |
| 3Y | +88.1% | +74.7% | +13.4% | +24.1% |
| 5Y | +43.4% | +66.1% | -22.7% | -2.8% |
| 10Y | +125.3% | +225.0% | -99.7% | -2.2% |
| All | +225.9% | +374.2% | -148.3% | +28.0% |
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 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