+100.6%
HAS vs RRX
+217.6%
-117.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +3.3% | 0.0% | +3.2% | +3.0% |
| 30D | +30.5% | +9.0% | +21.5% | +25.6% |
| 3M | +29.9% | +4.0% | +25.9% | +26.6% |
| 6M | +26.5% | -15.7% | +42.3% | +29.9% |
| YTD | +51.9% | +29.0% | +22.9% | +29.5% |
| 1Y | +60.9% | +35.2% | +25.7% | +34.1% |
| 3Y | +215.0% | +67.7% | +147.3% | +127.7% |
| 5Y | +51.5% | +14.9% | +36.6% | +23.2% |
| All | +100.6% | +217.6% | -117.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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