+134.2%
VMC vs HAS
+102.7%
+31.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +15.8% | +31.0% | -15.2% | +6.7% |
| 3M | +0.6% | +30.7% | -30.1% | -7.3% |
| 6M | -4.0% | +23.9% | -27.9% | -10.6% |
| YTD | -0.3% | +48.3% | -48.6% | -12.5% |
| 1Y | -0.5% | +60.2% | -60.7% | -14.8% |
| 3Y | +39.6% | +189.2% | -149.7% | -4.0% |
| 5Y | +50.1% | +50.4% | -0.4% | +25.9% |
| All | +134.2% | +102.7% | +31.6% | +70.2% |
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