+1,773.8%
HWM vs VFC
-64.9%
+1,838.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.2% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -11.0% | -11.6% | +0.6% | -7.6% |
| 3M | +4.0% | -18.1% | +22.1% | +9.5% |
| 6M | -0.2% | -27.4% | +27.1% | +8.4% |
| YTD | +26.7% | -24.8% | +51.5% | +35.1% |
| 1Y | +44.7% | -8.2% | +52.9% | +42.1% |
| 3Y | +426.1% | -29.1% | +455.2% | +373.8% |
| 5Y | +738.5% | -79.2% | +817.7% | +1,375.9% |
| All | +1,773.8% | -64.9% | +1,838.8% | +2,665.2% |
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