-34.4%
HAPN vs VT
+222.7%
-257.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.8% | +0.4% | -1.2% | -1.5% |
| 30D | -13.1% | +1.0% | -14.0% | -14.5% |
| 3M | +1.0% | +2.4% | -1.4% | -2.9% |
| 6M | +13.7% | +12.0% | +1.7% | -6.6% |
| YTD | -6.3% | +15.3% | -21.6% | -26.5% |
| 1Y | +6.4% | +22.6% | -16.2% | -24.4% |
| 3Y | +153.2% | +74.7% | +78.5% | +3.0% |
| 5Y | -42.8% | +66.1% | -109.0% | -72.2% |
| All | -34.4% | +222.7% | -257.1% | -88.0% |
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