+29.3%
HWM vs VFC
-11.5%
+40.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.9% | -8.8% | -10.4% |
| 7D | -9.2% | +0.8% | -10.0% | -9.2% |
| 30D | -17.9% | -11.9% | -5.9% | -16.3% |
| 3M | -6.0% | -20.2% | +14.1% | -3.2% |
| 6M | -7.4% | -23.0% | +15.6% | -4.7% |
| YTD | +13.1% | -26.2% | +39.3% | +16.3% |
| 1Y | +29.3% | -13.3% | +42.6% | +27.0% |
| All | +29.3% | -11.5% | +40.8% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling