+12.9%
HAS vs RL
+238.1%
-225.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | +2.3% | -7.8% | +10.0% | +5.3% |
| 3M | +10.4% | -4.0% | +14.4% | +11.6% |
| 6M | -3.2% | -1.9% | -1.3% | -3.9% |
| YTD | +15.4% | -0.2% | +15.6% | +13.7% |
| 1Y | +18.8% | +10.7% | +8.1% | +11.8% |
| 3Y | +43.9% | +210.8% | -166.8% | -14.2% |
| All | +12.9% | +238.1% | -225.2% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling