+1,179.1%
VST vs HAS
+99.1%
+1,080.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +19.2% | +1.6% | +17.5% | +18.7% |
| 30D | -17.2% | +26.6% | -43.8% | -22.3% |
| 3M | -8.1% | +29.0% | -37.1% | -14.4% |
| 6M | -8.1% | +30.6% | -38.7% | -15.3% |
| YTD | -16.3% | +51.5% | -67.8% | -26.4% |
| 1Y | -24.1% | +58.5% | -82.6% | -34.2% |
| 3Y | +300.2% | +214.1% | +86.1% | +182.7% |
| 5Y | +645.9% | +50.2% | +595.7% | +531.6% |
| All | +1,179.1% | +99.1% | +1,080.0% | +811.8% |
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