+142.2%
VXUS vs HAS
+102.6%
+39.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.5% | +3.3% | -2.8% | -0.2% |
| 30D | -2.5% | +30.5% | -33.1% | -8.5% |
| 3M | -4.6% | +29.9% | -34.5% | -10.5% |
| 6M | -2.6% | +26.5% | -29.2% | -8.4% |
| YTD | +10.4% | +51.9% | -41.6% | -1.0% |
| 1Y | +12.9% | +60.9% | -48.0% | -0.2% |
| 3Y | +68.4% | +215.0% | -146.6% | +23.6% |
| 5Y | +47.7% | +51.5% | -3.8% | +28.1% |
| 10Y | +142.2% | +102.2% | +40.0% | +85.6% |
| All | +142.2% | +102.6% | +39.6% | +85.6% |
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