+227.8%
VST vs HAS
+182.9%
+44.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -5.8% |
| 7D | -19.9% | 0.0% | -19.9% | -20.0% |
| 30D | -29.7% | +31.3% | -61.0% | -34.3% |
| 3M | -19.6% | +32.1% | -51.7% | -25.1% |
| 6M | -29.4% | +28.1% | -57.5% | -34.3% |
| YTD | -29.7% | +49.1% | -78.8% | -38.2% |
| 1Y | -40.0% | +60.5% | -100.6% | -48.7% |
| All | +227.8% | +182.9% | +44.9% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling