-63.4%
HAIN vs VT
+21.4%
-84.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -8.4% |
| 7D | -6.8% | +1.0% | -7.9% | -8.4% |
| 30D | +13.3% | -0.2% | +13.6% | +14.5% |
| 3M | +3.0% | +4.5% | -1.5% | -3.5% |
| 6M | 0.0% | +14.1% | -14.1% | -20.9% |
| YTD | -36.4% | +14.8% | -51.2% | -50.3% |
| 1Y | -63.4% | +21.2% | -84.6% | -74.1% |
| All | -63.4% | +21.4% | -84.8% | -74.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling