+420.3%
VIAV vs HAS
+54.3%
+366.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +13.6% | -4.8% | +18.4% | +15.3% |
| 30D | +5.3% | -5.1% | +10.5% | +6.9% |
| 3M | -15.6% | +6.4% | -22.0% | -17.9% |
| 6M | +34.0% | -5.6% | +39.6% | +35.0% |
| YTD | +119.9% | +11.0% | +108.9% | +109.5% |
| 1Y | +235.2% | +16.8% | +218.4% | +213.7% |
| 3Y | +299.8% | +44.0% | +255.8% | +239.0% |
| 5Y | +140.1% | +11.0% | +129.1% | +118.2% |
| 10Y | +420.3% | +56.0% | +364.3% | +304.9% |
| All | +420.3% | +54.3% | +366.1% | +304.9% |
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 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