+65.5%
VZ vs HAS
+101.4%
-35.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +1.4% | +31.0% | -29.7% | -2.0% |
| 3M | -1.3% | +30.7% | -31.9% | -4.6% |
| 6M | -0.5% | +23.9% | -24.4% | -3.4% |
| YTD | +19.6% | +48.3% | -28.7% | +13.4% |
| 1Y | +22.4% | +60.2% | -37.8% | +14.8% |
| 3Y | +55.9% | +189.2% | -133.3% | +33.6% |
| 5Y | +20.4% | +50.4% | -30.0% | +11.1% |
| All | +65.5% | +101.4% | -35.8% | +46.8% |
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