-50.4%
VTRS vs HAS
+59.3%
-109.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.1% |
| 7D | -3.3% | -3.1% | -0.3% | -2.4% |
| 30D | +1.4% | -6.4% | +7.8% | +3.3% |
| 3M | +4.6% | +10.4% | -5.7% | +1.4% |
| 6M | +18.1% | -3.7% | +21.7% | +18.5% |
| YTD | +34.7% | +12.5% | +22.2% | +29.1% |
| 1Y | +65.6% | +19.8% | +45.8% | +55.7% |
| 3Y | +83.8% | +46.0% | +37.8% | +60.4% |
| 5Y | +46.5% | +12.5% | +34.0% | +34.7% |
| All | -50.4% | +59.3% | -109.7% | -58.0% |
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 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