+349.8%
HAS vs VT
+374.2%
-24.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | +0.4% | -2.3% | -2.2% |
| 30D | +2.3% | +1.0% | +1.3% | +1.5% |
| 3M | +10.4% | +2.4% | +8.0% | +8.1% |
| 6M | -3.2% | +12.0% | -15.2% | -11.8% |
| YTD | +15.4% | +15.3% | +0.1% | +2.8% |
| 1Y | +18.8% | +22.6% | -3.8% | +0.9% |
| 3Y | +43.9% | +74.7% | -30.7% | -6.6% |
| 5Y | +13.9% | +66.1% | -52.2% | -23.0% |
| 10Y | +56.4% | +225.0% | -168.6% | -33.4% |
| All | +349.8% | +374.2% | -24.4% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling