+100.5%
HAS vs RL
+356.1%
-255.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -0.2% | -4.2% | +4.0% | +1.3% |
| 30D | +31.0% | +4.3% | +26.8% | +28.8% |
| 3M | +30.7% | -4.6% | +35.3% | +32.4% |
| 6M | +23.9% | +1.7% | +22.2% | +21.6% |
| YTD | +48.3% | +7.3% | +41.0% | +42.1% |
| 1Y | +60.2% | +20.8% | +39.4% | +46.7% |
| 3Y | +189.2% | +247.0% | -57.7% | +74.9% |
| 5Y | +50.4% | +225.5% | -175.0% | -9.5% |
| All | +100.5% | +356.1% | -255.6% | +1.9% |
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