+161.1%
VEA vs HAS
+106.0%
+55.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -1.3% | +2.0% | -3.3% | -1.7% |
| 30D | 0.0% | +30.9% | -31.0% | -6.4% |
| 3M | -3.6% | +28.8% | -32.3% | -9.5% |
| 6M | -0.5% | +32.3% | -32.8% | -7.6% |
| YTD | +13.0% | +54.7% | -41.7% | +0.6% |
| 1Y | +16.3% | +63.2% | -47.0% | +2.1% |
| 3Y | +74.4% | +220.7% | -146.3% | +26.2% |
| 5Y | +55.8% | +53.3% | +2.5% | +34.3% |
| 10Y | +161.1% | +104.2% | +56.9% | +98.5% |
| All | +161.1% | +106.0% | +55.1% | +98.5% |
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