+63.8%
HAFC vs VT
+222.7%
-158.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.6% |
| 7D | +0.9% | +2.9% | -2.0% | -2.5% |
| 30D | +6.3% | -2.5% | +8.8% | +9.2% |
| 3M | +1.8% | -3.3% | +5.1% | +5.5% |
| 6M | +12.7% | +1.5% | +11.2% | +9.5% |
| YTD | +24.9% | +11.4% | +13.5% | +8.2% |
| 1Y | +25.5% | +11.9% | +13.6% | +8.0% |
| 3Y | +139.7% | +73.9% | +65.8% | +19.3% |
| 5Y | +73.4% | +57.9% | +15.5% | -2.1% |
| All | +63.8% | +222.7% | -158.9% | -66.4% |
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