+55.7%
HAS vs IVZ
+61.1%
-5.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.6% |
| 7D | -3.1% | +1.1% | -4.2% | -3.5% |
| 30D | -2.7% | +3.1% | -5.8% | -3.9% |
| 3M | +8.9% | +18.2% | -9.3% | +1.4% |
| 6M | -2.9% | +38.6% | -41.5% | -15.6% |
| YTD | +12.6% | +25.9% | -13.3% | +1.3% |
| 1Y | +17.5% | +51.7% | -34.2% | -2.2% |
| 3Y | +46.2% | +138.7% | -92.4% | -1.5% |
| 5Y | +12.6% | +62.8% | -50.2% | -14.8% |
| 10Y | +55.7% | +60.9% | -5.2% | -0.5% |
| All | +55.7% | +61.1% | -5.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling