+359.2%
VT vs HAS
+458.3%
-99.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -2.5% | +31.8% | -34.2% | -11.3% |
| 3M | -1.3% | +29.9% | -31.2% | -9.9% |
| 6M | +3.1% | +25.8% | -22.7% | -5.5% |
| YTD | +10.9% | +47.1% | -36.2% | -4.2% |
| 1Y | +12.1% | +60.5% | -48.5% | -6.1% |
| 3Y | +73.9% | +180.1% | -106.2% | +16.1% |
| 5Y | +58.0% | +53.1% | +4.8% | +27.5% |
| 10Y | +225.5% | +102.2% | +123.3% | +108.7% |
| All | +359.2% | +458.3% | -99.1% | +50.3% |
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