+725.0%
VTV vs HAS
+800.4%
-75.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | +1.1% | +2.3% | -1.2% | +0.3% |
| 3M | +5.9% | +10.4% | -4.5% | +2.2% |
| 6M | +11.6% | -3.2% | +14.9% | +11.7% |
| YTD | +19.8% | +15.4% | +4.4% | +12.9% |
| 1Y | +26.2% | +18.8% | +7.4% | +17.6% |
| 3Y | +68.5% | +43.9% | +24.5% | +42.6% |
| 5Y | +79.9% | +13.9% | +66.0% | +60.8% |
| 10Y | +229.7% | +56.4% | +173.3% | +137.5% |
| All | +725.0% | +800.4% | -75.4% | +187.6% |
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