+962.7%
VST vs HAS
+110.9%
+851.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.1% | -16.9% | -14.6% |
| 7D | -15.7% | +2.4% | -18.2% | -16.3% |
| 30D | -17.0% | +31.6% | -48.6% | -23.0% |
| 3M | -15.9% | +33.9% | -49.7% | -22.4% |
| 6M | -25.0% | +31.4% | -56.4% | -31.0% |
| YTD | -25.1% | +51.6% | -76.8% | -34.2% |
| 1Y | -34.9% | +65.2% | -100.0% | -44.2% |
| 3Y | +252.7% | +188.7% | +64.0% | +155.1% |
| 5Y | +582.3% | +55.7% | +526.6% | +472.4% |
| 10Y | +1,076.6% | +108.8% | +967.8% | +742.3% |
| All | +962.7% | +110.9% | +851.8% | +658.4% |
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