+46.0%
VFC vs HAS
+59.5%
-13.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.4% |
| 7D | +11.2% | -0.2% | +11.4% | +11.3% |
| 30D | +41.5% | +31.0% | +10.5% | +20.8% |
| 3M | +38.9% | +30.7% | +8.3% | +18.5% |
| 6M | +6.1% | +23.9% | -17.8% | -6.4% |
| YTD | +14.5% | +48.3% | -33.8% | -18.6% |
| 1Y | +46.0% | +60.2% | -14.3% | -8.8% |
| All | +46.0% | +59.5% | -13.5% | -8.8% |
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