+354.8%
IGV vs HAS
+106.1%
+248.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 30D | -9.9% | +29.6% | -39.5% | -16.5% |
| 3M | -1.2% | +30.3% | -31.5% | -8.7% |
| 6M | +11.3% | +25.6% | -14.3% | +3.4% |
| YTD | -4.0% | +50.8% | -54.8% | -16.2% |
| 1Y | -7.3% | +63.0% | -70.3% | -21.1% |
| 3Y | +42.8% | +211.6% | -168.8% | -3.4% |
| 5Y | +13.7% | +50.4% | -36.7% | -4.7% |
| 10Y | +354.8% | +101.9% | +252.9% | +232.1% |
| All | +354.8% | +106.1% | +248.7% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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