+213.4%
HAS vs VCLT
+14.4%
+199.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.4% |
| 7D | +1.4% | -2.3% | +3.6% | +3.5% |
| 30D | +26.3% | +0.8% | +25.5% | +25.6% |
| 3M | +25.6% | -2.7% | +28.3% | +28.6% |
| 6M | +30.3% | -4.3% | +34.5% | +35.3% |
| YTD | +50.4% | -4.3% | +54.7% | +56.2% |
| 1Y | +57.7% | -4.4% | +62.1% | +64.0% |
| 3Y | +213.4% | +13.8% | +199.6% | +212.1% |
| All | +213.4% | +14.4% | +199.0% | +212.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling