+897.3%
VST vs HAS
+107.4%
+790.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -5.7% |
| 7D | -19.9% | 0.0% | -19.9% | -20.0% |
| 30D | -29.7% | +31.3% | -61.0% | -34.7% |
| 3M | -19.6% | +32.1% | -51.7% | -25.5% |
| 6M | -29.4% | +28.1% | -57.5% | -34.6% |
| YTD | -29.7% | +49.1% | -78.8% | -38.0% |
| 1Y | -40.0% | +60.5% | -100.6% | -48.2% |
| 3Y | +231.0% | +183.9% | +47.1% | +140.5% |
| 5Y | +500.1% | +51.2% | +448.8% | +407.3% |
| 10Y | +1,004.2% | +105.3% | +898.9% | +694.0% |
| All | +897.3% | +107.4% | +790.0% | +615.0% |
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