-67.9%
VFC vs HAS
+50.4%
-118.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.5% |
| 7D | +11.2% | -0.2% | +11.4% | +11.3% |
| 30D | +41.5% | +31.0% | +10.5% | +15.6% |
| 3M | +38.9% | +30.7% | +8.3% | +13.5% |
| 6M | +6.1% | +23.9% | -17.8% | -10.4% |
| YTD | +14.5% | +48.3% | -33.8% | -16.5% |
| 1Y | +46.0% | +60.2% | -14.3% | +0.5% |
| 3Y | +36.4% | +189.2% | -152.8% | -36.3% |
| All | -67.9% | +50.4% | -118.3% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling