+735.8%
IVV vs HAS
+1,254.2%
-518.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.9% |
| 7D | -4.8% | 0.0% | -4.7% | -4.7% |
| 30D | -5.9% | +31.3% | -37.2% | -13.3% |
| 3M | -4.5% | +32.1% | -36.6% | -12.3% |
| 6M | +1.8% | +28.1% | -26.3% | -6.1% |
| YTD | +8.4% | +49.1% | -40.7% | -5.0% |
| 1Y | +9.4% | +60.5% | -51.1% | -6.3% |
| 3Y | +75.3% | +183.9% | -108.6% | +23.3% |
| 5Y | +67.8% | +51.2% | +16.6% | +39.7% |
| 10Y | +314.2% | +105.3% | +208.9% | +191.5% |
| All | +735.8% | +1,254.2% | -518.3% | +210.4% |
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 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