+79.3%
HAFC price history and return analytics
+222.7%
-143.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -0.7% | -0.7% | 0.0% | +0.1% |
| 3M | +3.3% | +4.0% | -0.7% | -1.9% |
| 6M | +26.0% | +12.3% | +13.7% | +8.8% |
| YTD | +19.7% | +14.0% | +5.7% | +1.3% |
| 1Y | +31.0% | +20.3% | +10.7% | +3.7% |
| 3Y | +116.7% | +75.4% | +41.3% | +7.9% |
| 5Y | +116.1% | +66.0% | +50.1% | +15.3% |
| 10Y | +79.3% | +228.2% | -148.9% | -56.9% |
| All | +79.3% | +222.7% | -143.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling