+1,579.2%
HWM vs VFC
-44.8%
+1,623.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.2% |
| 7D | +1.6% | +7.7% | -6.1% | -0.8% |
| 30D | -3.9% | +39.2% | -43.1% | -13.6% |
| 3M | -23.2% | +40.3% | -63.5% | -31.2% |
| 6M | -20.0% | +11.4% | -31.4% | -23.8% |
| YTD | +5.7% | +17.5% | -11.8% | -2.2% |
| 1Y | +4.9% | +45.9% | -41.0% | -10.4% |
| 3Y | +347.0% | +47.3% | +299.7% | +210.9% |
| 5Y | +563.0% | -67.2% | +630.2% | +914.0% |
| 10Y | +1,579.2% | -46.1% | +1,625.2% | +2,046.7% |
| All | +1,579.2% | -44.8% | +1,623.9% | +2,046.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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