+329.3%
VWO vs HAS
+758.2%
-428.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +1.1% | -1.8% | +2.9% | +1.7% |
| 30D | +2.4% | +2.3% | +0.1% | +1.5% |
| 3M | +2.0% | +10.4% | -8.4% | -1.9% |
| 6M | +10.7% | -3.2% | +13.9% | +10.8% |
| YTD | +14.4% | +15.4% | -1.0% | +7.2% |
| 1Y | +22.7% | +18.8% | +3.9% | +13.5% |
| 3Y | +64.2% | +43.9% | +20.3% | +36.4% |
| 5Y | +35.8% | +13.9% | +21.9% | +19.8% |
| 10Y | +114.7% | +56.4% | +58.3% | +43.1% |
| All | +329.3% | +758.2% | -428.9% | +1.8% |
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 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