+1,490.9%
HWM vs VFC
-50.3%
+1,541.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.5% |
| 7D | +11.1% | -1.4% | +12.6% | +11.6% |
| 30D | +3.0% | +24.6% | -21.7% | -4.0% |
| 3M | -20.7% | +38.4% | -59.2% | -28.7% |
| 6M | -17.2% | +15.3% | -32.5% | -22.0% |
| YTD | +9.1% | +12.7% | -3.7% | +2.2% |
| 1Y | +9.0% | +32.7% | -23.6% | -3.8% |
| 3Y | +353.8% | +43.7% | +310.1% | +217.4% |
| 5Y | +608.0% | -69.2% | +677.2% | +1,011.0% |
| All | +1,490.9% | -50.3% | +1,541.2% | +1,985.1% |
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