+1,934.0%
VRT vs HAS
+62.8%
+1,871.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +10.5% | +1.4% | +9.1% | +10.0% |
| 30D | -9.3% | +26.3% | -35.6% | -18.1% |
| 3M | -29.6% | +25.6% | -55.2% | -36.4% |
| 6M | -45.4% | +30.3% | -75.6% | -51.8% |
| YTD | +24.8% | +50.4% | -25.5% | +2.9% |
| 1Y | +23.6% | +57.7% | -34.1% | -0.2% |
| 3Y | +379.7% | +213.4% | +166.3% | +176.8% |
| 5Y | +660.3% | +49.1% | +611.3% | +500.8% |
| All | +1,934.0% | +62.8% | +1,871.2% | +1,260.0% |
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 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