+789.7%
VFC vs HAS
+3,598.5%
-2,808.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | -11.6% | +2.3% | -13.9% | -12.4% |
| 3M | -18.1% | +10.4% | -28.5% | -20.9% |
| 6M | -27.4% | -3.2% | -24.1% | -26.8% |
| YTD | -24.8% | +15.4% | -40.2% | -28.7% |
| 1Y | -8.2% | +18.8% | -27.0% | -13.6% |
| 3Y | -29.1% | +43.9% | -73.0% | -36.8% |
| 5Y | -79.2% | +13.9% | -93.1% | -80.2% |
| 10Y | -68.1% | +56.4% | -124.5% | -73.5% |
| All | +789.7% | +3,598.5% | -2,808.8% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling