+580.3%
HWKN vs VT
+229.8%
+350.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.3% |
| 7D | -3.9% | -1.1% | -2.8% | -2.8% |
| 30D | -4.0% | -1.0% | -3.0% | -3.0% |
| 3M | -20.8% | +3.2% | -23.9% | -23.5% |
| 6M | -15.9% | +12.5% | -28.4% | -25.9% |
| YTD | -12.3% | +14.1% | -26.4% | -23.8% |
| 1Y | -29.5% | +18.9% | -48.4% | -41.2% |
| 3Y | +123.8% | +74.1% | +49.7% | +27.0% |
| 5Y | +269.9% | +66.9% | +203.1% | +117.2% |
| All | +580.3% | +229.8% | +350.5% | +78.0% |
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