+97.8%
VTR vs HAS
+54.3%
+43.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | -2.9% | -4.8% | +1.9% | -1.4% |
| 30D | -2.8% | -5.1% | +2.3% | -1.3% |
| 3M | +9.0% | +6.4% | +2.6% | +6.2% |
| 6M | +5.0% | -5.6% | +10.6% | +5.8% |
| YTD | +16.9% | +11.0% | +6.0% | +11.1% |
| 1Y | +34.3% | +16.8% | +17.5% | +24.8% |
| 3Y | +131.6% | +44.0% | +87.5% | +91.7% |
| 5Y | +88.0% | +11.0% | +77.0% | +68.6% |
| 10Y | +97.8% | +56.0% | +41.8% | +41.9% |
| All | +97.8% | +54.3% | +43.5% | +41.9% |
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