0.0%
LVS vs HAS
+54.3%
-54.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | -2.7% | -4.8% | +2.1% | -0.8% |
| 30D | -4.7% | -5.1% | +0.4% | -2.7% |
| 3M | -15.6% | +6.4% | -22.0% | -18.0% |
| 6M | -18.6% | -5.6% | -13.0% | -17.8% |
| YTD | -32.3% | +11.0% | -43.2% | -36.1% |
| 1Y | -18.0% | +16.8% | -34.8% | -24.4% |
| 3Y | -5.8% | +44.0% | -49.9% | -22.4% |
| 5Y | +5.7% | +11.0% | -5.3% | -3.7% |
| 10Y | 0.0% | +56.0% | -56.0% | -20.7% |
| All | 0.0% | +54.3% | -54.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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