+1,216.9%
VST vs HAS
+60.5%
+1,156.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +8.9% | -1.8% | +10.7% | +9.4% |
| 30D | +6.2% | +2.3% | +3.9% | +5.5% |
| 3M | -2.7% | +10.4% | -13.1% | -5.6% |
| 6M | -8.4% | -3.2% | -5.1% | -8.5% |
| YTD | -7.2% | +15.4% | -22.6% | -12.1% |
| 1Y | -20.9% | +18.8% | -39.7% | -25.8% |
| 3Y | +384.0% | +43.9% | +340.1% | +320.8% |
| 5Y | +757.1% | +13.9% | +743.2% | +682.5% |
| All | +1,216.9% | +60.5% | +1,156.3% | +913.3% |
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 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