+67.8%
IVV vs HAS
+52.6%
+15.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.0% |
| 7D | -4.8% | 0.0% | -4.7% | -4.7% |
| 30D | -5.9% | +31.3% | -37.2% | -12.1% |
| 3M | -4.5% | +32.1% | -36.6% | -11.1% |
| 6M | +1.8% | +28.1% | -26.3% | -4.8% |
| YTD | +8.4% | +49.1% | -40.7% | -3.3% |
| 1Y | +9.4% | +60.5% | -51.1% | -4.4% |
| 3Y | +75.3% | +183.9% | -108.6% | +26.7% |
| 5Y | +67.8% | +51.2% | +16.6% | +53.8% |
| All | +67.8% | +52.6% | +15.2% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling