+1,250.4%
VUG vs HAS
+800.4%
+450.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.1% | -1.8% | +1.7% | +0.5% |
| 30D | -0.3% | +2.3% | -2.6% | -1.1% |
| 3M | -0.7% | +10.4% | -11.1% | -4.3% |
| 6M | +14.6% | -3.2% | +17.9% | +14.7% |
| YTD | +9.0% | +15.4% | -6.4% | +2.4% |
| 1Y | +14.9% | +18.8% | -3.9% | +6.6% |
| 3Y | +86.0% | +43.9% | +42.1% | +56.5% |
| 5Y | +76.7% | +13.9% | +62.8% | +58.7% |
| 10Y | +411.3% | +56.4% | +354.9% | +272.2% |
| All | +1,250.4% | +800.4% | +450.0% | +382.1% |
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 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