+56.8%
HAS vs VT
+224.5%
-167.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | +0.4% | -2.3% | -2.3% |
| 30D | +2.3% | +1.0% | +1.3% | +1.2% |
| 3M | +10.4% | +2.4% | +8.0% | +7.4% |
| 6M | -3.2% | +12.0% | -15.2% | -14.4% |
| YTD | +15.4% | +15.3% | +0.1% | -0.9% |
| 1Y | +18.8% | +22.6% | -3.8% | -4.2% |
| 3Y | +43.9% | +74.7% | -30.7% | -19.1% |
| 5Y | +13.9% | +66.1% | -52.2% | -32.6% |
| All | +56.8% | +224.5% | -167.7% | -52.0% |
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