+59.7%
HAS vs RL
+22.3%
+37.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | 0.0% |
| 7D | +2.2% | +0.2% | +1.9% | +2.0% |
| 30D | +29.6% | +7.3% | +22.2% | +26.8% |
| 3M | +30.3% | +1.0% | +29.2% | +29.5% |
| 6M | +25.6% | +11.8% | +13.8% | +21.8% |
| YTD | +50.8% | +13.6% | +37.2% | +44.0% |
| All | +59.7% | +22.3% | +37.4% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling