+232.9%
VTV vs HAS
+54.3%
+178.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -0.7% | -4.8% | +4.2% | +0.6% |
| 30D | -0.5% | -5.1% | +4.6% | +0.8% |
| 3M | +5.3% | +6.4% | -1.1% | +3.4% |
| 6M | +12.9% | -5.6% | +18.5% | +13.7% |
| YTD | +18.5% | +11.0% | +7.5% | +14.2% |
| 1Y | +25.3% | +16.8% | +8.5% | +18.9% |
| 3Y | +68.2% | +44.0% | +24.2% | +47.6% |
| 5Y | +80.6% | +11.0% | +69.6% | +67.6% |
| 10Y | +232.9% | +56.0% | +176.9% | +173.3% |
| All | +232.9% | +54.3% | +178.7% | +173.3% |
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 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