+4,493.9%
HAS vs VICR
+10,134.2%
-5,640.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.4% |
| 7D | +1.4% | +8.3% | -6.9% | +0.4% |
| 30D | +26.3% | -35.2% | +61.5% | +31.6% |
| 3M | +25.6% | -29.8% | +55.4% | +28.3% |
| 6M | +30.3% | -48.6% | +78.8% | +35.2% |
| YTD | +50.4% | +45.1% | +5.2% | +34.1% |
| 1Y | +57.7% | +79.6% | -21.8% | +36.8% |
| 3Y | +213.4% | +335.4% | -122.0% | +131.1% |
| 5Y | +49.1% | -1.0% | +50.1% | +23.9% |
| 10Y | +98.5% | +993.1% | -894.6% | +15.6% |
| All | +4,493.9% | +10,134.2% | -5,640.3% | +1,380.3% |
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 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