+200.2%
HAWX price history and return analytics
+229.8%
-29.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.2% |
| 7D | -1.3% | -1.1% | -0.2% | -0.4% |
| 30D | -1.6% | -1.0% | -0.6% | -0.8% |
| 3M | +1.6% | +3.2% | -1.5% | -0.9% |
| 6M | +11.3% | +12.5% | -1.2% | +1.3% |
| YTD | +17.0% | +14.1% | +2.9% | +5.3% |
| 1Y | +25.6% | +18.9% | +6.7% | +9.4% |
| 3Y | +77.4% | +74.1% | +3.3% | +13.1% |
| 5Y | +82.5% | +66.9% | +15.7% | +19.7% |
| All | +200.2% | +229.8% | -29.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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