+812.9%
VGT vs HAS
+54.3%
+758.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +1.5% | -4.8% | +6.3% | +3.0% |
| 30D | +0.5% | -5.1% | +5.7% | +2.1% |
| 3M | +5.3% | +6.4% | -1.1% | +2.8% |
| 6M | +32.4% | -5.6% | +38.1% | +33.5% |
| YTD | +28.6% | +11.0% | +17.6% | +22.5% |
| 1Y | +37.6% | +16.8% | +20.9% | +28.7% |
| 3Y | +125.5% | +44.0% | +81.5% | +91.5% |
| 5Y | +135.2% | +11.0% | +124.2% | +114.8% |
| 10Y | +812.9% | +56.0% | +756.9% | +628.8% |
| All | +812.9% | +54.3% | +758.6% | +628.8% |
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