-99.6%
HAIN vs VT
+223.7%
-323.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -8.6% |
| 7D | +7.7% | +0.4% | +7.3% | +7.4% |
| 30D | -74.5% | -2.6% | -71.9% | -74.1% |
| 3M | -76.7% | -3.2% | -73.4% | -76.1% |
| 6M | -78.8% | +0.9% | -79.7% | -78.9% |
| YTD | -86.9% | +11.3% | -98.2% | -87.8% |
| 1Y | -88.3% | +14.0% | -102.3% | -89.3% |
| 3Y | -98.7% | +75.8% | -174.6% | -99.1% |
| 5Y | -99.7% | +57.8% | -157.5% | -99.8% |
| 10Y | -99.6% | +219.8% | -319.4% | -99.8% |
| All | -99.6% | +223.7% | -323.3% | -99.8% |
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