+16.3%
HAS vs VSXY
+37.7%
-21.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.0% |
| 7D | -4.8% | -10.7% | +5.9% | -3.6% |
| 30D | -5.1% | -24.3% | +19.1% | -1.9% |
| 3M | +6.4% | +1.0% | +5.4% | +5.8% |
| 6M | -5.6% | +57.4% | -63.0% | -13.4% |
| YTD | +11.0% | +39.8% | -28.8% | +3.0% |
| 1Y | +16.8% | +196.5% | -179.7% | -4.3% |
| 3Y | +44.0% | +357.2% | -313.2% | +3.5% |
| 5Y | +11.0% | +18.9% | -7.9% | -7.7% |
| All | +16.3% | +37.7% | -21.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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