+100.5%
VSH vs HAS
+101.4%
-0.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.0% |
| 7D | -12.9% | -0.2% | -12.8% | -12.9% |
| 30D | -36.9% | +31.0% | -67.9% | -44.5% |
| 3M | -28.8% | +30.7% | -59.4% | -37.5% |
| 6M | -30.3% | +23.9% | -54.2% | -38.2% |
| YTD | +62.4% | +48.3% | +14.1% | +30.9% |
| 1Y | +62.5% | +60.2% | +2.3% | +26.2% |
| 3Y | +7.4% | +189.2% | -181.8% | -36.1% |
| 5Y | +25.4% | +50.4% | -25.0% | -3.3% |
| All | +100.5% | +101.4% | -0.9% | +34.1% |
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