+56.0%
HAS vs VICR
+1,508.7%
-1,452.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.9% |
| 7D | -4.8% | +1.3% | -6.1% | -5.0% |
| 30D | -5.1% | -11.9% | +6.8% | -4.1% |
| 3M | +6.4% | -35.1% | +41.5% | +10.2% |
| 6M | -5.6% | +8.1% | -13.8% | -11.2% |
| YTD | +11.0% | +67.8% | -56.8% | -2.8% |
| 1Y | +16.8% | +267.3% | -250.5% | -9.9% |
| 3Y | +44.0% | +191.2% | -147.2% | +8.8% |
| 5Y | +11.0% | +48.1% | -37.1% | -13.4% |
| 10Y | +56.0% | +1,546.1% | -1,490.1% | -12.3% |
| All | +56.0% | +1,508.7% | -1,452.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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