+223.0%
VT vs HAS
+56.4%
+166.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.4% | -1.8% | +2.3% | +0.9% |
| 30D | +1.0% | +2.3% | -1.3% | +0.3% |
| 3M | +2.4% | +10.4% | -8.0% | -0.5% |
| 6M | +12.0% | -3.2% | +15.2% | +12.1% |
| YTD | +15.3% | +15.4% | -0.1% | +9.9% |
| 1Y | +22.6% | +18.8% | +3.8% | +15.7% |
| 3Y | +74.7% | +43.9% | +30.7% | +53.0% |
| 5Y | +66.1% | +13.9% | +52.2% | +52.9% |
| All | +223.0% | +56.4% | +166.6% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling