+59.2%
HAS vs VSXY
+101.4%
-42.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.1% |
| 7D | +3.3% | +10.2% | -6.9% | +1.9% |
| 30D | +30.5% | +33.6% | -3.1% | +25.6% |
| 3M | +29.9% | +10.8% | +19.1% | +27.5% |
| 6M | +26.5% | +130.5% | -104.0% | +10.5% |
| YTD | +51.9% | +104.4% | -52.5% | +33.9% |
| 1Y | +60.9% | +216.5% | -155.6% | +31.9% |
| 3Y | +215.0% | +465.9% | -250.9% | +121.6% |
| 5Y | +51.5% | +123.1% | -71.6% | +19.4% |
| All | +59.2% | +101.4% | -42.2% | +25.7% |
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