+396.3%
VUG vs HAS
+106.1%
+290.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.3% |
| 7D | +0.5% | +2.2% | -1.7% | -0.1% |
| 30D | -8.2% | +29.6% | -37.8% | -14.9% |
| 3M | -5.4% | +30.3% | -35.7% | -12.6% |
| 6M | -2.5% | +25.6% | -28.2% | -9.5% |
| YTD | +4.2% | +50.8% | -46.6% | -8.8% |
| 1Y | +5.0% | +63.0% | -58.0% | -10.3% |
| 3Y | +81.7% | +211.6% | -129.8% | +24.0% |
| 5Y | +62.5% | +50.4% | +12.1% | +36.8% |
| 10Y | +396.3% | +101.9% | +294.4% | +265.8% |
| All | +396.3% | +106.1% | +290.2% | +265.8% |
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