+100.5%
HAS vs VO
+196.6%
-96.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.2% | -2.6% | +2.4% | +2.4% |
| 30D | +31.0% | -0.9% | +32.0% | +32.3% |
| 3M | +30.7% | -3.0% | +33.7% | +34.6% |
| 6M | +23.9% | +2.2% | +21.7% | +21.0% |
| YTD | +48.3% | +10.6% | +37.7% | +34.3% |
| 1Y | +60.2% | +12.5% | +47.7% | +42.6% |
| 3Y | +189.2% | +61.4% | +127.8% | +83.4% |
| 5Y | +50.4% | +33.4% | +17.0% | +13.8% |
| All | +100.5% | +196.6% | -96.1% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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