+116.2%
HAS vs VLTO
+54.8%
+61.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.2% | +5.4% | -5.5% | -2.7% |
| 30D | +31.0% | +22.3% | +8.7% | +18.6% |
| 3M | +30.7% | +19.6% | +11.0% | +19.4% |
| 6M | +23.9% | +35.2% | -11.2% | +6.0% |
| YTD | +48.3% | +17.9% | +30.5% | +36.1% |
| 1Y | +60.2% | +19.5% | +40.7% | +45.4% |
| 3Y | +189.2% | +73.9% | +115.3% | +127.2% |
| All | +116.2% | +54.8% | +61.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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