+94.1%
HAS vs RL
+342.1%
-248.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | +1.6% | +2.4% | -0.7% | +0.7% |
| 30D | +26.6% | +4.6% | +22.1% | +24.3% |
| 3M | +29.0% | -1.1% | +30.1% | +29.0% |
| 6M | +30.6% | +16.5% | +14.0% | +21.9% |
| YTD | +51.5% | +11.4% | +40.1% | +43.2% |
| 1Y | +58.5% | +16.1% | +42.4% | +47.2% |
| 3Y | +214.1% | +252.6% | -38.5% | +88.8% |
| 5Y | +50.2% | +244.9% | -194.6% | -11.5% |
| All | +94.1% | +342.1% | -248.1% | -0.1% |
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