+55.6%
VFC vs HAS
+66.3%
-10.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.4% | +2.7% |
| 7D | +21.5% | +2.4% | +19.0% | +19.9% |
| 30D | +46.7% | +31.6% | +15.1% | +24.7% |
| 3M | +38.4% | +33.9% | +4.5% | +16.2% |
| 6M | +15.2% | +31.4% | -16.2% | -2.2% |
| YTD | +17.8% | +51.6% | -33.8% | -18.5% |
| 1Y | +55.6% | +65.2% | -9.6% | -9.1% |
| All | +55.6% | +66.3% | -10.7% | -9.1% |
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