+147.1%
VXUS vs HAS
+106.0%
+41.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | -1.2% | +30.9% | -32.1% | -7.3% |
| 3M | -3.8% | +28.8% | -32.6% | -9.5% |
| 6M | -1.7% | +32.3% | -34.0% | -8.5% |
| YTD | +11.4% | +54.7% | -43.3% | -0.5% |
| 1Y | +13.3% | +63.2% | -49.9% | -0.1% |
| 3Y | +70.0% | +220.7% | -150.7% | +24.3% |
| 5Y | +48.1% | +53.3% | -5.3% | +28.1% |
| 10Y | +147.1% | +104.2% | +42.8% | +88.7% |
| All | +147.1% | +106.0% | +41.0% | +88.7% |
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