+134.8%
VXUS vs HAS
+101.4%
+33.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -4.6% | +31.0% | -35.6% | -10.5% |
| 3M | -6.1% | +30.7% | -36.7% | -12.0% |
| 6M | -4.9% | +23.9% | -28.8% | -10.1% |
| YTD | +8.1% | +48.3% | -40.3% | -2.5% |
| 1Y | +12.1% | +60.2% | -48.1% | -0.8% |
| 3Y | +63.9% | +189.2% | -125.3% | +22.8% |
| 5Y | +43.1% | +50.4% | -7.3% | +24.3% |
| All | +134.8% | +101.4% | +33.4% | +80.8% |
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 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