+776.1%
IVV vs HAS
+948.2%
-172.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | +0.1% | +2.3% | -2.2% | -0.6% |
| 3M | +2.0% | +10.4% | -8.4% | -1.3% |
| 6M | +13.0% | -3.2% | +16.3% | +13.1% |
| YTD | +13.6% | +15.4% | -1.8% | +7.6% |
| 1Y | +20.1% | +18.8% | +1.3% | +12.5% |
| 3Y | +77.6% | +43.9% | +33.7% | +52.7% |
| 5Y | +82.5% | +13.9% | +68.6% | +65.3% |
| 10Y | +316.5% | +56.4% | +260.1% | +217.9% |
| All | +776.1% | +948.2% | -172.1% | +251.6% |
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