+190.7%
HAS vs RL
+244.8%
-54.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.7% | +1.0% |
| 7D | 0.0% | -4.7% | +4.7% | +1.6% |
| 30D | +31.3% | +3.6% | +27.8% | +29.4% |
| 3M | +32.1% | +0.5% | +31.6% | +31.3% |
| 6M | +28.1% | +6.6% | +21.5% | +23.8% |
| YTD | +49.1% | +8.8% | +40.3% | +42.2% |
| 1Y | +60.5% | +21.8% | +38.8% | +46.1% |
| All | +190.7% | +244.8% | -54.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling