-35.5%
HAYW vs VOO
+82.8%
-118.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +0.7% |
| 7D | -5.8% | -0.8% | -5.0% | -4.8% |
| 30D | -14.3% | -1.1% | -13.2% | -13.1% |
| 3M | -10.9% | +3.9% | -14.8% | -15.1% |
| 6M | -9.8% | +13.6% | -23.5% | -23.3% |
| YTD | -15.1% | +12.7% | -27.9% | -27.1% |
| 1Y | -18.4% | +17.6% | -35.9% | -33.6% |
| 3Y | -4.9% | +77.3% | -82.3% | -55.7% |
| All | -35.5% | +82.8% | -118.4% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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