+1,855.0%
VRT vs HAS
+64.5%
+1,790.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.4% |
| 7D | -17.7% | +3.3% | -21.0% | -18.8% |
| 30D | -20.0% | +30.5% | -50.5% | -28.8% |
| 3M | -28.1% | +29.9% | -58.0% | -36.0% |
| 6M | -42.8% | +26.5% | -69.4% | -49.0% |
| YTD | +20.0% | +51.9% | -32.0% | -1.5% |
| 1Y | +3.5% | +60.9% | -57.4% | -17.2% |
| 3Y | +366.1% | +215.0% | +151.1% | +168.4% |
| 5Y | +632.2% | +51.5% | +580.7% | +474.9% |
| All | +1,855.0% | +64.5% | +1,790.4% | +1,201.3% |
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