+733.1%
HAS vs VYM
+499.3%
+233.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +1.6% | +3.3% | -1.7% | -1.4% |
| 30D | +26.6% | +3.8% | +22.8% | +22.4% |
| 3M | +29.0% | -0.4% | +29.4% | +29.5% |
| 6M | +30.6% | +7.1% | +23.5% | +22.5% |
| YTD | +51.5% | +17.1% | +34.4% | +31.2% |
| 1Y | +58.5% | +18.4% | +40.1% | +35.9% |
| 3Y | +214.1% | +74.5% | +139.6% | +91.1% |
| 5Y | +50.2% | +72.5% | -22.3% | -6.9% |
| 10Y | +100.0% | +206.9% | -106.8% | -24.0% |
| All | +733.1% | +499.3% | +233.8% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling