+100.5%
HAS vs RRC
+59.4%
+41.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -0.2% | -10.8% | +10.7% | +1.0% |
| 30D | +31.0% | +22.3% | +8.7% | +28.2% |
| 3M | +30.7% | +26.6% | +4.0% | +27.3% |
| 6M | +23.9% | +18.9% | +5.0% | +21.3% |
| YTD | +48.3% | +39.2% | +9.1% | +42.5% |
| 1Y | +60.2% | +34.0% | +26.3% | +54.4% |
| 3Y | +189.2% | +42.0% | +147.2% | +175.0% |
| 5Y | +50.4% | +111.9% | -61.4% | +35.1% |
| All | +100.5% | +59.4% | +41.1% | +58.1% |
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