+48.6%
HAS vs RL
+226.8%
-178.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -0.2% | -4.2% | +4.0% | +1.4% |
| 30D | +31.0% | +4.3% | +26.8% | +28.6% |
| 3M | +30.7% | -4.6% | +35.3% | +32.6% |
| 6M | +23.9% | +1.7% | +22.2% | +21.5% |
| YTD | +48.3% | +7.3% | +41.0% | +41.4% |
| 1Y | +60.2% | +20.8% | +39.4% | +44.9% |
| 3Y | +189.2% | +247.0% | -57.7% | +60.3% |
| All | +48.6% | +226.8% | -178.3% | -20.8% |
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