+58.8%
HAS vs VSXY
+90.2%
-31.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.7% | -1.4% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | +26.6% | +17.8% | +8.8% | +23.8% |
| 3M | +29.0% | +12.5% | +16.5% | +26.4% |
| 6M | +30.6% | +124.7% | -94.1% | +14.4% |
| YTD | +51.5% | +93.2% | -41.6% | +34.5% |
| 1Y | +58.5% | +195.6% | -137.2% | +31.1% |
| 3Y | +214.1% | +434.6% | -220.5% | +122.6% |
| 5Y | +50.2% | +103.3% | -53.1% | +19.3% |
| All | +58.8% | +90.2% | -31.5% | +26.3% |
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