+78.7%
VNQ vs HAS
+97.5%
-18.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +6.8% | +26.3% | -19.5% | +0.2% |
| 3M | -1.3% | +25.6% | -26.9% | -7.3% |
| 6M | +2.4% | +30.3% | -27.9% | -5.3% |
| YTD | +12.1% | +50.4% | -38.2% | -0.9% |
| 1Y | +12.0% | +57.7% | -45.7% | -2.4% |
| 3Y | +44.8% | +213.4% | -168.6% | +1.4% |
| 5Y | +6.9% | +49.1% | -42.2% | -9.3% |
| All | +78.7% | +97.5% | -18.9% | +32.4% |
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