+101.9%
HAS vs VCLT
+20.2%
+81.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +2.2% | +1.2% | +0.9% | +1.5% |
| 30D | +29.6% | +3.4% | +26.2% | +27.4% |
| 3M | +30.3% | -0.9% | +31.1% | +30.9% |
| 6M | +25.6% | -3.1% | +28.8% | +27.7% |
| YTD | +50.8% | -2.4% | +53.2% | +52.7% |
| 1Y | +63.0% | -2.7% | +65.7% | +65.4% |
| 3Y | +211.6% | +16.9% | +194.7% | +190.0% |
| 5Y | +50.4% | -17.0% | +67.4% | +62.6% |
| 10Y | +101.9% | +22.1% | +79.8% | +91.1% |
| All | +101.9% | +20.2% | +81.7% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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