+100.8%
HAS vs RRC
+60.0%
+40.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +2.2% | -10.3% | +12.5% | +3.2% |
| 30D | +29.6% | +19.5% | +10.1% | +27.0% |
| 3M | +30.3% | +27.9% | +2.4% | +26.8% |
| 6M | +25.6% | +21.2% | +4.4% | +22.8% |
| YTD | +50.8% | +39.6% | +11.3% | +44.9% |
| 1Y | +63.0% | +31.3% | +31.7% | +57.5% |
| 3Y | +211.6% | +51.9% | +159.6% | +194.3% |
| 5Y | +50.4% | +110.2% | -59.8% | +35.1% |
| All | +100.8% | +60.0% | +40.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling