+373.4%
VST vs HAS
+44.2%
+329.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +8.9% | -1.8% | +10.7% | +9.4% |
| 30D | +6.2% | +2.3% | +3.9% | +5.6% |
| 3M | -2.7% | +10.4% | -13.1% | -5.5% |
| 6M | -8.4% | -3.2% | -5.1% | -8.5% |
| YTD | -7.2% | +15.4% | -22.6% | -12.7% |
| 1Y | -20.9% | +18.8% | -39.7% | -26.5% |
| All | +373.4% | +44.2% | +329.2% | +294.3% |
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