+119.0%
VSH vs HAS
+102.4%
+16.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -1.6% | +3.3% | -4.8% | -2.9% |
| 30D | -21.3% | +30.5% | -51.8% | -30.6% |
| 3M | -18.9% | +29.9% | -48.8% | -28.6% |
| 6M | -21.4% | +26.5% | -48.0% | -31.0% |
| YTD | +86.8% | +51.9% | +34.9% | +49.1% |
| 1Y | +85.8% | +60.9% | +24.8% | +44.2% |
| 3Y | +30.1% | +215.0% | -184.9% | -25.3% |
| 5Y | +42.8% | +51.5% | -8.7% | +9.8% |
| All | +119.0% | +102.4% | +16.6% | +46.5% |
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