+402.0%
VNQ vs HAS
+1,208.3%
-806.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | -1.0% | +2.0% | -3.0% | -1.8% |
| 30D | +6.2% | +30.9% | -24.7% | -5.0% |
| 3M | +1.5% | +28.8% | -27.2% | -8.7% |
| 6M | +2.1% | +32.3% | -30.2% | -10.0% |
| YTD | +12.8% | +54.7% | -41.9% | -7.6% |
| 1Y | +10.4% | +63.2% | -52.8% | -11.6% |
| 3Y | +44.4% | +220.7% | -176.3% | -16.9% |
| 5Y | +7.4% | +53.3% | -45.9% | -17.7% |
| 10Y | +84.0% | +104.2% | -20.3% | +4.6% |
| All | +402.0% | +1,208.3% | -806.4% | -1.6% |
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