+95.9%
VCIT vs HAS
+600.7%
-504.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.5% |
| 7D | +0.4% | +2.4% | -2.0% | +0.4% |
| 30D | +2.2% | +31.6% | -29.4% | +1.6% |
| 3M | -1.8% | +33.9% | -35.7% | -2.4% |
| 6M | -1.6% | +31.4% | -33.1% | -2.2% |
| YTD | -1.7% | +51.6% | -53.4% | -2.6% |
| 1Y | -0.8% | +65.2% | -66.0% | -1.9% |
| 3Y | +19.3% | +188.7% | -169.4% | +16.6% |
| 5Y | +3.5% | +55.7% | -52.2% | +1.9% |
| 10Y | +28.6% | +108.8% | -80.2% | +25.7% |
| All | +95.9% | +600.7% | -504.8% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling