+405.3%
VUG vs HAS
+106.0%
+299.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | -1.1% | +2.0% | -3.1% | -1.6% |
| 30D | -7.0% | +30.9% | -37.9% | -14.0% |
| 3M | -3.7% | +28.8% | -32.5% | -10.7% |
| 6M | -1.6% | +32.3% | -34.0% | -10.0% |
| YTD | +5.1% | +54.7% | -49.5% | -8.7% |
| 1Y | +3.8% | +63.2% | -59.5% | -11.4% |
| 3Y | +79.9% | +220.7% | -140.8% | +21.7% |
| 5Y | +66.4% | +53.3% | +13.0% | +39.3% |
| 10Y | +405.3% | +104.2% | +301.1% | +270.7% |
| All | +405.3% | +106.0% | +299.3% | +270.7% |
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