+113.0%
VWO vs HAS
+61.8%
+51.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -1.8% | -1.1% | -0.7% | -1.6% |
| 30D | -0.1% | -2.8% | +2.7% | +0.5% |
| 3M | +2.2% | +10.1% | -7.9% | -0.2% |
| 6M | +8.8% | -1.4% | +10.1% | +8.4% |
| YTD | +12.4% | +14.2% | -1.8% | +8.2% |
| 1Y | +15.6% | +18.2% | -2.6% | +10.2% |
| 3Y | +62.5% | +48.6% | +13.9% | +44.1% |
| 5Y | +34.3% | +14.2% | +20.0% | +24.9% |
| All | +113.0% | +61.8% | +51.2% | +76.3% |
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