+104.2%
HAS vs RL
+347.1%
-242.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +2.0% | -4.4% | +6.4% | +3.5% |
| 30D | +30.9% | +5.6% | +25.3% | +28.0% |
| 3M | +28.8% | -0.6% | +29.4% | +28.5% |
| 6M | +32.3% | +15.5% | +16.9% | +24.0% |
| YTD | +54.7% | +12.3% | +42.4% | +45.7% |
| 1Y | +63.2% | +19.3% | +43.9% | +50.1% |
| 3Y | +220.7% | +255.5% | -34.9% | +92.0% |
| 5Y | +53.3% | +247.1% | -193.7% | -9.9% |
| 10Y | +104.2% | +346.0% | -241.8% | +5.2% |
| All | +104.2% | +347.1% | -242.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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