+1,387.4%
HWM vs VFC
-46.6%
+1,434.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.3% | +11.2% | -7.9% | -0.1% |
| 30D | -7.6% | +41.5% | -49.1% | -17.3% |
| 3M | -28.9% | +38.9% | -67.9% | -36.1% |
| 6M | -19.7% | +6.1% | -25.8% | -22.4% |
| YTD | +0.5% | +14.5% | -14.0% | -6.3% |
| 1Y | +0.3% | +46.0% | -45.7% | -14.4% |
| 3Y | +325.8% | +36.4% | +289.5% | +206.1% |
| 5Y | +524.7% | -67.5% | +592.3% | +852.4% |
| 10Y | +1,491.8% | -45.8% | +1,537.6% | +1,951.8% |
| All | +1,387.4% | -46.6% | +1,434.0% | +1,817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling