+160.5%
VEA vs HAS
+97.5%
+62.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +0.2% | +26.3% | -26.1% | -5.4% |
| 3M | -5.3% | +25.6% | -30.9% | -10.6% |
| 6M | -0.9% | +30.3% | -31.2% | -7.7% |
| YTD | +12.2% | +50.4% | -38.1% | +0.6% |
| 1Y | +16.1% | +57.7% | -41.6% | +2.8% |
| 3Y | +73.0% | +213.4% | -140.4% | +25.8% |
| 5Y | +53.7% | +49.1% | +4.6% | +33.3% |
| All | +160.5% | +97.5% | +62.9% | +100.9% |
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 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