+101.9%
HAS vs VO
+206.8%
-104.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | -1.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +29.6% | +0.5% | +29.1% | +29.0% |
| 3M | +30.3% | -1.0% | +31.3% | +31.5% |
| 6M | +25.6% | +6.4% | +19.2% | +17.9% |
| YTD | +50.8% | +13.6% | +37.2% | +33.0% |
| 1Y | +63.0% | +14.5% | +48.5% | +42.7% |
| 3Y | +211.6% | +67.2% | +144.4% | +90.8% |
| 5Y | +50.4% | +36.1% | +14.3% | +11.5% |
| 10Y | +101.9% | +199.3% | -97.4% | -34.3% |
| All | +101.9% | +206.8% | -104.9% | -34.3% |
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