+101.5%
HAS vs VT
+214.8%
-113.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.4% |
| 7D | 0.0% | -4.2% | +4.1% | +4.3% |
| 30D | +31.3% | -5.8% | +37.1% | +39.3% |
| 3M | +32.1% | -5.2% | +37.4% | +39.2% |
| 6M | +28.1% | +0.1% | +28.0% | +26.9% |
| YTD | +49.1% | +8.2% | +40.9% | +36.1% |
| 1Y | +60.5% | +10.1% | +50.4% | +43.9% |
| 3Y | +183.9% | +69.7% | +114.2% | +63.6% |
| 5Y | +51.2% | +53.4% | -2.2% | -3.3% |
| All | +101.5% | +214.8% | -113.3% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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