+102.2%
HAS vs VT
+217.6%
-115.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.2% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +30.5% | -3.1% | +33.6% | +34.5% |
| 3M | +29.9% | -3.5% | +33.4% | +34.3% |
| 6M | +26.5% | +0.5% | +26.1% | +24.9% |
| YTD | +51.9% | +10.8% | +41.2% | +35.5% |
| 1Y | +60.9% | +11.9% | +49.0% | +42.0% |
| 3Y | +215.0% | +73.0% | +142.0% | +78.0% |
| 5Y | +51.5% | +58.6% | -7.1% | -6.4% |
| 10Y | +102.2% | +219.2% | -116.9% | -40.5% |
| All | +102.2% | +217.6% | -115.4% | -40.5% |
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