+973.2%
IGV vs HAS
+1,190.4%
-217.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | +3.2% | +2.3% | +1.0% | +2.3% |
| 3M | +4.5% | +10.4% | -5.8% | +0.2% |
| 6M | +22.1% | -3.2% | +25.3% | +21.7% |
| YTD | -1.0% | +15.4% | -16.5% | -8.0% |
| 1Y | -2.1% | +18.8% | -20.9% | -10.3% |
| 3Y | +44.6% | +43.9% | +0.6% | +18.6% |
| 5Y | +22.2% | +13.9% | +8.3% | +7.9% |
| 10Y | +364.7% | +56.4% | +308.3% | +222.2% |
| All | +973.2% | +1,190.4% | -217.2% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling