+3,574.4%
VMC vs HAS
+4,733.2%
-1,158.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | +0.3% | +2.2% | -1.9% | -0.3% |
| 30D | +18.6% | +29.6% | -11.0% | +10.2% |
| 3M | +2.0% | +30.3% | -28.2% | -5.3% |
| 6M | +2.6% | +25.6% | -23.0% | -4.3% |
| YTD | +2.3% | +50.8% | -48.6% | -9.8% |
| 1Y | +1.7% | +63.0% | -61.3% | -12.2% |
| 3Y | +41.7% | +211.6% | -169.9% | -0.7% |
| 5Y | +46.6% | +50.4% | -3.8% | +24.0% |
| 10Y | +140.3% | +101.9% | +38.4% | +77.0% |
| All | +3,574.4% | +4,733.2% | -1,158.8% | +1,388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling