+392.1%
VNQ vs HAS
+852.7%
-460.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.9% |
| 7D | -0.4% | -3.1% | +2.7% | +0.9% |
| 30D | -2.5% | -2.7% | +0.2% | -1.6% |
| 3M | +1.4% | +8.9% | -7.5% | -2.7% |
| 6M | +4.6% | -2.9% | +7.5% | +4.4% |
| YTD | +10.5% | +12.6% | -2.1% | +3.3% |
| 1Y | +8.4% | +17.5% | -9.1% | -0.8% |
| 3Y | +32.4% | +46.2% | -13.8% | +5.8% |
| 5Y | +5.5% | +12.6% | -7.1% | -8.4% |
| 10Y | +59.1% | +55.7% | +3.4% | +0.3% |
| All | +392.1% | +852.7% | -460.7% | +10.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling