+728.4%
VGT vs HAS
+97.5%
+630.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | -9.5% | +26.3% | -35.8% | -16.0% |
| 3M | -9.5% | +25.6% | -35.1% | -16.0% |
| 6M | -1.8% | +30.3% | -32.0% | -10.5% |
| YTD | +18.4% | +50.4% | -32.0% | +2.3% |
| 1Y | +18.7% | +57.7% | -39.0% | +0.9% |
| 3Y | +103.8% | +213.4% | -109.6% | +34.1% |
| 5Y | +104.4% | +49.1% | +55.3% | +69.9% |
| All | +728.4% | +97.5% | +630.8% | +502.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling