+441.7%
HAS vs VCLT
+103.4%
+338.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +2.3% | -0.9% | +3.1% | +2.5% |
| 3M | +10.4% | -3.2% | +13.6% | +11.4% |
| 6M | -3.2% | -3.8% | +0.6% | -2.2% |
| YTD | +15.4% | -2.0% | +17.4% | +16.1% |
| 1Y | +18.8% | -0.8% | +19.6% | +19.1% |
| 3Y | +43.9% | +12.3% | +31.7% | +40.6% |
| 5Y | +13.9% | -15.4% | +29.3% | +14.6% |
| 10Y | +56.4% | +15.7% | +40.7% | +58.9% |
| All | +441.7% | +103.4% | +338.3% | +657.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling