+1,112.0%
VST vs HAS
+101.4%
+1,010.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.1% | +10.7% |
| 7D | -9.8% | -0.2% | -9.7% | -9.9% |
| 30D | -25.1% | +31.0% | -56.2% | -30.5% |
| 3M | -11.6% | +30.7% | -42.2% | -17.9% |
| 6M | -20.9% | +23.9% | -44.8% | -26.1% |
| YTD | -22.3% | +48.3% | -70.6% | -31.4% |
| 1Y | -32.0% | +60.2% | -92.2% | -41.3% |
| 3Y | +262.4% | +189.2% | +73.2% | +161.8% |
| 5Y | +563.4% | +50.4% | +512.9% | +461.3% |
| All | +1,112.0% | +101.4% | +1,010.7% | +786.1% |
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