+11.0%
HAS vs VYM
+76.7%
-65.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -4.8% | -1.0% | -3.9% | -3.7% |
| 30D | -5.1% | -2.0% | -3.1% | -2.8% |
| 3M | +6.4% | +3.1% | +3.3% | +2.8% |
| 6M | -5.6% | +8.9% | -14.5% | -14.7% |
| YTD | +11.0% | +14.7% | -3.8% | -5.6% |
| 1Y | +16.8% | +19.4% | -2.6% | -5.1% |
| 3Y | +44.0% | +65.4% | -21.4% | -18.8% |
| All | +11.0% | +76.7% | -65.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling