+772.2%
HAS vs VIG
+623.5%
+148.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -1.8% | -0.4% | -1.4% | -1.4% |
| 30D | +2.3% | -1.0% | +3.2% | +3.3% |
| 3M | +10.4% | +2.8% | +7.6% | +7.4% |
| 6M | -3.2% | +8.2% | -11.4% | -10.5% |
| YTD | +15.4% | +11.0% | +4.4% | +4.1% |
| 1Y | +18.8% | +16.1% | +2.7% | +2.5% |
| 3Y | +43.9% | +56.2% | -12.2% | -6.4% |
| 5Y | +13.9% | +63.0% | -49.1% | -28.7% |
| 10Y | +56.4% | +241.4% | -185.0% | -50.8% |
| All | +772.2% | +623.5% | +148.7% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling