-20.9%
HAYW price history and return analytics
+84.4%
-105.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.8% |
| 7D | -1.2% | +1.0% | -2.3% | -2.6% |
| 30D | -15.0% | -0.2% | -14.8% | -14.8% |
| 3M | -4.7% | +4.5% | -9.3% | -10.4% |
| 6M | -9.6% | +14.1% | -23.7% | -24.8% |
| YTD | -13.0% | +14.8% | -27.8% | -28.3% |
| 1Y | -17.1% | +21.2% | -38.3% | -36.8% |
| 3Y | -3.8% | +76.6% | -80.4% | -57.4% |
| 5Y | -36.3% | +66.6% | -102.9% | -68.9% |
| All | -20.9% | +84.4% | -105.3% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling