+73.1%
IVV vs HAS
+48.2%
+24.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | -2.0% | +26.3% | -28.3% | -7.6% |
| 3M | -2.8% | +25.6% | -28.4% | -8.2% |
| 6M | +2.2% | +30.3% | -28.1% | -4.9% |
| YTD | +11.5% | +50.4% | -38.8% | -0.7% |
| 1Y | +13.5% | +57.7% | -44.2% | -0.3% |
| 3Y | +78.1% | +213.4% | -135.3% | +24.9% |
| All | +73.1% | +48.2% | +24.8% | +61.4% |
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