+494.6%
VRTX vs HAS
+106.0%
+388.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -0.4% | +2.0% | -2.4% | -0.7% |
| 30D | +7.9% | +30.9% | -23.0% | +2.7% |
| 3M | +3.3% | +28.8% | -25.5% | -1.5% |
| 6M | +25.7% | +32.3% | -6.6% | +19.0% |
| YTD | +20.7% | +54.7% | -34.0% | +10.5% |
| 1Y | +27.4% | +63.2% | -35.8% | +15.5% |
| 3Y | +46.4% | +220.7% | -174.3% | +14.6% |
| 5Y | +194.3% | +53.3% | +141.0% | +163.9% |
| 10Y | +494.6% | +104.2% | +390.4% | +342.3% |
| All | +494.6% | +106.0% | +388.6% | +342.3% |
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