+68.2%
IVV vs HAS
+50.4%
+17.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -5.4% | +31.0% | -36.4% | -11.6% |
| 3M | -4.1% | +30.7% | -34.7% | -10.4% |
| 6M | +0.7% | +23.9% | -23.2% | -5.0% |
| YTD | +8.7% | +48.3% | -39.6% | -2.8% |
| 1Y | +11.0% | +60.2% | -49.2% | -3.0% |
| 3Y | +75.4% | +189.2% | -113.8% | +26.1% |
| All | +68.2% | +50.4% | +17.7% | +55.1% |
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 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