+387.8%
VUG vs HAS
+101.4%
+286.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -11.1% | +31.0% | -42.1% | -17.9% |
| 3M | -7.2% | +30.7% | -37.9% | -14.4% |
| 6M | -4.1% | +23.9% | -28.0% | -10.6% |
| YTD | +1.4% | +48.3% | -46.9% | -10.9% |
| 1Y | +1.9% | +60.2% | -58.3% | -12.5% |
| 3Y | +77.7% | +189.2% | -111.5% | +24.0% |
| 5Y | +57.6% | +50.4% | +7.2% | +32.6% |
| All | +387.8% | +101.4% | +286.4% | +261.1% |
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