+157.0%
VMC vs HAS
+57.0%
+99.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -4.3% | -1.8% | -2.5% | -3.8% |
| 30D | -8.2% | +2.3% | -10.5% | -8.9% |
| 3M | -7.0% | +10.4% | -17.4% | -10.0% |
| 6M | -10.8% | -3.2% | -7.5% | -10.5% |
| YTD | -7.4% | +15.4% | -22.8% | -12.3% |
| 1Y | -9.5% | +18.8% | -28.3% | -15.2% |
| 3Y | +20.5% | +43.9% | -23.5% | +3.4% |
| 5Y | +51.6% | +13.9% | +37.7% | +38.1% |
| All | +157.0% | +57.0% | +99.9% | +100.8% |
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