-97.9%
HAIN vs VT
+222.7%
-320.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | +33.9% | +1.0% | +33.0% | +33.3% |
| 3M | -1.3% | +2.4% | -3.7% | -2.6% |
| 6M | +5.6% | +12.0% | -6.4% | -1.9% |
| YTD | -29.9% | +15.3% | -45.2% | -36.2% |
| 1Y | -59.7% | +22.6% | -82.3% | -64.8% |
| 3Y | -92.8% | +74.7% | -167.5% | -95.1% |
| 5Y | -98.0% | +66.1% | -164.1% | -98.6% |
| All | -97.9% | +222.7% | -320.7% | -99.1% |
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 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