+101.4%
HAFN vs VT
+45.4%
+56.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -2.5% |
| 7D | -15.6% | -4.2% | -11.4% | -13.5% |
| 30D | -7.8% | -5.8% | -2.0% | -4.6% |
| 3M | +35.8% | -5.2% | +41.1% | +39.9% |
| 6M | +8.4% | +0.1% | +8.3% | +7.2% |
| YTD | +101.5% | +8.2% | +93.3% | +87.6% |
| 1Y | +78.3% | +10.1% | +68.1% | +63.5% |
| All | +101.4% | +45.4% | +56.0% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling