+60.5%
HAS vs VYM
+209.2%
-148.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +0.8% |
| 7D | -1.1% | -0.8% | -0.3% | -0.2% |
| 30D | -2.8% | -2.2% | -0.6% | -0.4% |
| 3M | +10.1% | +3.1% | +7.0% | +6.7% |
| 6M | -1.4% | +9.7% | -11.1% | -10.6% |
| YTD | +14.2% | +14.9% | -0.7% | -1.4% |
| 1Y | +18.2% | +17.6% | +0.6% | -0.2% |
| 3Y | +48.6% | +65.3% | -16.7% | -11.2% |
| 5Y | +14.2% | +78.7% | -64.5% | -36.5% |
| All | +60.5% | +209.2% | -148.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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