+43.6%
VMC vs HAS
+48.2%
-4.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.3% | +1.4% | -2.6% | -1.7% |
| 30D | +15.5% | +26.3% | -10.8% | +8.1% |
| 3M | +0.6% | +25.6% | -25.0% | -5.8% |
| 6M | +2.1% | +30.3% | -28.2% | -5.8% |
| YTD | -1.6% | +50.4% | -51.9% | -13.3% |
| 1Y | -1.2% | +57.7% | -58.9% | -14.2% |
| 3Y | +35.3% | +213.4% | -178.1% | -9.0% |
| All | +43.6% | +48.2% | -4.7% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling