+16.5%
HAFC vs VT
+374.2%
-357.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.0% | +0.4% | +2.5% | +2.5% |
| 30D | -1.0% | +1.0% | -2.0% | -2.1% |
| 3M | +6.2% | +2.4% | +3.8% | +3.0% |
| 6M | +23.4% | +12.0% | +11.4% | +8.6% |
| YTD | +22.0% | +15.3% | +6.7% | +4.0% |
| 1Y | +31.7% | +22.6% | +9.1% | +5.0% |
| 3Y | +106.4% | +74.7% | +31.7% | +13.3% |
| 5Y | +117.3% | +66.1% | +51.2% | +25.7% |
| 10Y | +81.9% | +225.0% | -143.1% | -44.6% |
| All | +16.5% | +374.2% | -357.7% | -72.5% |
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