-8.2%
VFC vs HAS
+20.3%
-28.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -1.6% | -1.8% | +0.2% | -0.4% |
| 30D | -11.6% | +2.3% | -13.9% | -13.1% |
| 3M | -18.1% | +10.4% | -28.5% | -23.1% |
| 6M | -27.4% | -3.2% | -24.1% | -25.7% |
| YTD | -24.8% | +15.4% | -40.2% | -36.8% |
| 1Y | -8.2% | +18.8% | -27.0% | -27.1% |
| All | -8.2% | +20.3% | -28.6% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling