-68.4%
VFC vs HAS
+48.2%
-116.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.8% |
| 7D | +1.6% | +1.4% | +0.2% | +0.6% |
| 30D | +25.5% | +26.3% | -0.8% | +5.3% |
| 3M | +41.3% | +25.6% | +15.7% | +18.9% |
| 6M | +22.2% | +30.3% | -8.0% | -0.7% |
| YTD | +16.4% | +50.4% | -34.0% | -16.0% |
| 1Y | +38.4% | +57.7% | -19.3% | -3.5% |
| 3Y | +56.2% | +213.4% | -157.2% | -30.5% |
| All | -68.4% | +48.2% | -116.6% | -78.1% |
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 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