+807.3%
HAS vs VO
+827.2%
-20.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | +2.3% | -0.3% | +2.6% | +2.5% |
| 3M | +10.4% | +2.9% | +7.4% | +7.8% |
| 6M | -3.2% | +9.3% | -12.6% | -10.2% |
| YTD | +15.4% | +14.2% | +1.2% | +3.4% |
| 1Y | +18.8% | +15.3% | +3.5% | +5.8% |
| 3Y | +43.9% | +56.2% | -12.3% | +1.1% |
| 5Y | +13.9% | +42.4% | -28.5% | -14.1% |
| 10Y | +56.4% | +194.7% | -138.3% | -32.0% |
| All | +807.3% | +827.2% | -20.0% | +65.7% |
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