+413.9%
HAP vs VT
+639.7%
-225.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.1% | +0.4% | +1.6% | +1.6% |
| 30D | +8.1% | +1.0% | +7.1% | +7.0% |
| 3M | +6.6% | +2.4% | +4.2% | +3.9% |
| 6M | +8.3% | +12.0% | -3.7% | -3.9% |
| YTD | +29.5% | +15.3% | +14.2% | +11.6% |
| 1Y | +44.6% | +22.6% | +22.0% | +17.0% |
| 3Y | +67.6% | +74.7% | -7.1% | -6.4% |
| 5Y | +91.0% | +66.1% | +24.9% | +11.3% |
| 10Y | +215.5% | +225.0% | -9.5% | -8.8% |
| All | +413.9% | +639.7% | -225.9% | -34.1% |
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 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