+18.2%
HAFC vs VT
+345.0%
-326.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +0.8% |
| 7D | -1.8% | -4.2% | +2.4% | +2.6% |
| 30D | +2.7% | -5.8% | +8.5% | +9.2% |
| 3M | +0.4% | -5.2% | +5.6% | +6.0% |
| 6M | +8.9% | +0.1% | +8.8% | +7.8% |
| YTD | +23.8% | +8.2% | +15.6% | +12.6% |
| 1Y | +25.1% | +10.1% | +15.0% | +11.6% |
| 3Y | +126.1% | +69.7% | +56.4% | +27.4% |
| 5Y | +69.6% | +53.4% | +16.2% | +6.5% |
| 10Y | +99.6% | +219.2% | -119.6% | -37.9% |
| All | +18.2% | +345.0% | -326.8% | -70.2% |
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