+228.1%
VTV vs HAS
+99.1%
+129.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | +2.3% | +1.6% | +0.7% | +1.9% |
| 30D | +3.8% | +26.6% | -22.8% | -2.3% |
| 3M | +1.7% | +29.0% | -27.3% | -4.8% |
| 6M | +10.9% | +30.6% | -19.7% | +3.0% |
| YTD | +21.7% | +51.5% | -29.8% | +8.3% |
| 1Y | +23.4% | +58.5% | -35.1% | +8.4% |
| 3Y | +78.0% | +214.1% | -136.1% | +27.2% |
| 5Y | +77.4% | +50.2% | +27.2% | +52.5% |
| All | +228.1% | +99.1% | +129.0% | +149.3% |
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