+56.7%
VFC vs HAS
+215.8%
-159.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | +3.5% | +3.3% | +0.2% | +0.9% |
| 30D | +38.3% | +30.5% | +7.7% | +10.3% |
| 3M | +40.2% | +29.9% | +10.3% | +12.0% |
| 6M | +10.6% | +26.5% | -15.9% | -10.2% |
| YTD | +16.7% | +51.9% | -35.2% | -21.3% |
| 1Y | +45.0% | +60.9% | -15.9% | -7.2% |
| All | +56.7% | +215.8% | -159.1% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling