+1,636.0%
VSH vs HAS
+3,598.5%
-1,962.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +4.1% | -1.8% | +5.9% | +4.8% |
| 30D | -4.2% | +2.3% | -6.4% | -5.1% |
| 3M | -50.0% | +10.4% | -60.3% | -52.1% |
| 6M | +80.2% | -3.2% | +83.4% | +79.7% |
| YTD | +121.1% | +15.4% | +105.7% | +105.3% |
| 1Y | +112.0% | +18.8% | +93.2% | +95.0% |
| 3Y | +22.5% | +43.9% | -21.4% | +3.9% |
| 5Y | +64.0% | +13.9% | +50.2% | +48.7% |
| 10Y | +170.4% | +56.4% | +114.0% | +106.1% |
| All | +1,636.0% | +3,598.5% | -1,962.5% | +412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling