+901.8%
HAS vs RL
+1,366.2%
-464.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +2.3% | -7.8% | +10.0% | +4.7% |
| 3M | +10.4% | -4.0% | +14.4% | +11.4% |
| 6M | -3.2% | -1.9% | -1.3% | -3.6% |
| YTD | +15.4% | -0.2% | +15.6% | +14.2% |
| 1Y | +18.8% | +10.7% | +8.1% | +13.7% |
| 3Y | +43.9% | +210.8% | -166.8% | -1.3% |
| 5Y | +13.9% | +238.2% | -224.3% | -25.5% |
| 10Y | +56.4% | +313.4% | -257.0% | -10.0% |
| All | +901.8% | +1,366.2% | -464.3% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling