+92.6%
HAS vs RL
+337.1%
-244.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +1.4% | +2.6% | -1.2% | +0.4% |
| 30D | +26.3% | +2.9% | +23.3% | +24.7% |
| 3M | +25.6% | 0.0% | +25.6% | +25.1% |
| 6M | +30.3% | +17.1% | +13.1% | +21.4% |
| YTD | +50.4% | +10.1% | +40.2% | +42.7% |
| 1Y | +57.7% | +17.3% | +40.4% | +46.0% |
| 3Y | +213.4% | +249.3% | -36.0% | +89.0% |
| 5Y | +49.1% | +240.9% | -191.8% | -11.8% |
| All | +92.6% | +337.1% | -244.5% | -0.5% |
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