+379.0%
HAP vs VT
+594.2%
-215.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.4% |
| 7D | -2.4% | -4.2% | +1.8% | +1.7% |
| 30D | -2.5% | -5.8% | +3.3% | +3.4% |
| 3M | +0.8% | -5.2% | +6.0% | +6.1% |
| 6M | -0.9% | +0.1% | -1.0% | -1.5% |
| YTD | +20.7% | +8.2% | +12.5% | +10.6% |
| 1Y | +30.3% | +10.1% | +20.2% | +17.3% |
| 3Y | +62.4% | +69.7% | -7.2% | -6.8% |
| 5Y | +72.4% | +53.4% | +19.0% | +8.7% |
| 10Y | +204.1% | +219.2% | -15.1% | -10.9% |
| All | +379.0% | +594.2% | -215.2% | -34.7% |
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