+3,426.1%
HAS vs VICR
+12,032.5%
-8,606.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.2% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +2.3% | -13.9% | +16.2% | +3.7% |
| 3M | +10.4% | -38.4% | +48.8% | +14.9% |
| 6M | -3.2% | -7.2% | +4.0% | -6.3% |
| YTD | +15.4% | +72.0% | -56.6% | +2.7% |
| 1Y | +18.8% | +263.3% | -244.5% | -4.8% |
| 3Y | +43.9% | +173.3% | -129.3% | +14.0% |
| 5Y | +13.9% | +47.3% | -33.4% | -8.4% |
| 10Y | +56.4% | +1,495.2% | -1,438.8% | -11.5% |
| All | +3,426.1% | +12,032.5% | -8,606.3% | +1,033.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling