+100.6%
HAS vs VICR
+1,026.7%
-926.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.9% |
| 7D | +3.3% | -9.7% | +12.9% | +4.1% |
| 30D | +30.5% | -39.2% | +69.8% | +36.9% |
| 3M | +29.9% | -22.6% | +52.5% | +30.9% |
| 6M | +26.5% | -37.0% | +63.5% | +27.3% |
| YTD | +51.9% | +47.5% | +4.4% | +32.5% |
| 1Y | +60.9% | +75.0% | -14.1% | +36.7% |
| 3Y | +215.0% | +343.0% | -128.0% | +119.2% |
| 5Y | +51.5% | +3.9% | +47.6% | +23.3% |
| All | +100.6% | +1,026.7% | -926.1% | +12.9% |
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