+310.0%
VOO vs HAS
+106.1%
+203.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +1.9% |
| 7D | +0.1% | +2.2% | -2.1% | -0.5% |
| 30D | -3.3% | +29.6% | -32.9% | -9.9% |
| 3M | -2.4% | +30.3% | -32.7% | -9.3% |
| 6M | +2.6% | +25.6% | -23.0% | -4.2% |
| YTD | +11.3% | +50.8% | -39.5% | -1.7% |
| 1Y | +13.4% | +63.0% | -49.6% | -2.0% |
| 3Y | +80.3% | +211.6% | -131.3% | +26.2% |
| 5Y | +72.7% | +50.4% | +22.3% | +46.9% |
| 10Y | +310.0% | +101.9% | +208.1% | +206.2% |
| All | +310.0% | +106.1% | +203.9% | +206.2% |
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