+12.6%
HAS vs VICR
+53.8%
-41.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.6% |
| 7D | -3.1% | +9.8% | -12.9% | -3.9% |
| 30D | -2.7% | -12.6% | +9.9% | -1.9% |
| 3M | +8.9% | -29.7% | +38.6% | +11.0% |
| 6M | -2.9% | +18.8% | -21.8% | -8.2% |
| YTD | +12.6% | +76.4% | -63.7% | +1.2% |
| 1Y | +17.5% | +282.4% | -264.9% | -4.0% |
| 3Y | +46.2% | +206.2% | -160.0% | +17.3% |
| 5Y | +12.6% | +53.9% | -41.3% | -11.4% |
| All | +12.6% | +53.8% | -41.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling