-98.8%
HAIN vs VT
+345.0%
-443.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -3.6% |
| 7D | +16.7% | -4.2% | +20.8% | +20.6% |
| 30D | -73.1% | -5.8% | -67.3% | -71.8% |
| 3M | -75.0% | -5.2% | -69.8% | -73.9% |
| 6M | -80.6% | +0.1% | -80.7% | -80.5% |
| YTD | -86.9% | +8.2% | -95.1% | -87.5% |
| 1Y | -87.4% | +10.1% | -97.5% | -88.1% |
| 3Y | -98.8% | +69.7% | -168.5% | -99.2% |
| 5Y | -99.7% | +53.4% | -153.1% | -99.8% |
| 10Y | -99.6% | +219.2% | -318.8% | -99.8% |
| All | -98.8% | +345.0% | -443.8% | -99.7% |
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