+190.8%
HAWX price history and return analytics
+224.3%
-33.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -0.7% | -0.7% | 0.0% | -0.2% |
| 3M | +3.1% | +4.0% | -0.9% | +0.2% |
| 6M | +11.8% | +12.3% | -0.5% | +2.6% |
| YTD | +17.1% | +14.0% | +3.0% | +6.3% |
| 1Y | +27.1% | +20.3% | +6.8% | +10.9% |
| 3Y | +78.4% | +75.4% | +2.9% | +17.2% |
| 5Y | +82.6% | +66.0% | +16.7% | +24.3% |
| 10Y | +200.4% | +228.2% | -27.8% | +36.1% |
| All | +190.8% | +224.3% | -33.5% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling