+392.5%
VNQ vs HAS
+876.1%
-483.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.3% | -1.8% | +0.5% | -0.5% |
| 30D | -2.9% | +2.3% | -5.2% | -3.9% |
| 3M | +0.8% | +10.4% | -9.6% | -3.7% |
| 6M | +2.5% | -3.2% | +5.7% | +2.5% |
| YTD | +10.6% | +15.4% | -4.8% | +2.4% |
| 1Y | +9.1% | +18.8% | -9.7% | -0.6% |
| 3Y | +31.0% | +43.9% | -12.9% | +5.5% |
| 5Y | +4.9% | +13.9% | -9.0% | -9.3% |
| 10Y | +59.5% | +56.4% | +3.0% | +0.7% |
| All | +392.5% | +876.1% | -483.6% | +9.0% |
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 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