+1,094.4%
HAS vs VO
+822.0%
+272.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +3.3% | -0.2% | +3.4% | +3.4% |
| 30D | +30.5% | +0.5% | +30.1% | +30.1% |
| 3M | +29.9% | -1.1% | +31.0% | +31.1% |
| 6M | +26.5% | +6.4% | +20.2% | +20.1% |
| YTD | +51.9% | +13.5% | +38.4% | +36.9% |
| 1Y | +60.9% | +13.6% | +47.3% | +44.9% |
| 3Y | +215.0% | +65.2% | +149.8% | +111.6% |
| 5Y | +51.5% | +37.7% | +13.8% | +17.5% |
| 10Y | +102.2% | +198.4% | -96.1% | -12.7% |
| All | +1,094.4% | +822.0% | +272.4% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling