+101.9%
HAS vs VIG
+267.0%
-165.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -1.0% |
| 7D | +2.2% | +0.4% | +1.8% | +1.6% |
| 30D | +29.6% | +4.3% | +25.3% | +23.8% |
| 3M | +30.3% | +2.0% | +28.2% | +27.4% |
| 6M | +25.6% | +10.2% | +15.4% | +12.8% |
| YTD | +50.8% | +14.8% | +36.0% | +29.8% |
| 1Y | +63.0% | +17.5% | +45.6% | +36.9% |
| 3Y | +211.6% | +67.4% | +144.2% | +79.8% |
| 5Y | +50.4% | +63.4% | -13.0% | -10.5% |
| 10Y | +101.9% | +259.9% | -158.0% | -48.4% |
| All | +101.9% | +267.0% | -165.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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