+442.4%
HWM vs VFC
-24.8%
+467.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.8% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -11.0% | -11.6% | +0.6% | -9.6% |
| 3M | +4.0% | -18.1% | +22.1% | +6.3% |
| 6M | -0.2% | -27.4% | +27.1% | +3.2% |
| YTD | +26.7% | -24.8% | +51.5% | +30.2% |
| 1Y | +44.7% | -8.2% | +52.9% | +44.4% |
| All | +442.4% | -24.8% | +467.2% | +405.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling