+71.6%
VZ vs HAS
+106.0%
-34.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | +0.9% | +2.0% | -1.1% | +0.7% |
| 30D | +8.9% | +30.9% | -22.0% | +5.3% |
| 3M | +0.1% | +28.8% | -28.7% | -3.1% |
| 6M | +1.9% | +32.3% | -30.4% | -1.8% |
| YTD | +22.0% | +54.7% | -32.7% | +15.0% |
| 1Y | +22.1% | +63.2% | -41.1% | +14.3% |
| 3Y | +58.7% | +220.7% | -162.0% | +34.1% |
| 5Y | +22.3% | +53.3% | -31.0% | +12.6% |
| 10Y | +71.6% | +104.2% | -32.6% | +50.9% |
| All | +71.6% | +106.0% | -34.4% | +50.9% |
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