+61.8%
VNQ vs HAS
+61.8%
0.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -1.3% | -1.1% | -0.2% | -1.0% |
| 30D | -2.6% | -2.8% | +0.2% | -1.9% |
| 3M | -2.0% | +10.1% | -12.1% | -4.8% |
| 6M | +4.3% | -1.4% | +5.7% | +3.9% |
| YTD | +9.2% | +14.2% | -4.9% | +4.2% |
| 1Y | +5.6% | +18.2% | -12.6% | -0.4% |
| 3Y | +30.8% | +48.6% | -17.8% | +12.7% |
| 5Y | +8.0% | +14.2% | -6.2% | -1.6% |
| All | +61.8% | +61.8% | 0.0% | +26.7% |
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