+484.0%
V vs HAS
+97.5%
+386.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | +9.0% | +26.3% | -17.3% | +2.4% |
| 3M | +16.7% | +25.6% | -8.9% | +9.8% |
| 6M | +33.4% | +30.3% | +3.2% | +23.7% |
| YTD | +22.4% | +50.4% | -28.0% | +8.6% |
| 1Y | +27.7% | +57.7% | -30.0% | +11.8% |
| 3Y | +78.0% | +213.4% | -135.4% | +24.4% |
| 5Y | +108.5% | +49.1% | +59.4% | +79.6% |
| All | +484.0% | +97.5% | +386.5% | +339.7% |
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