+55.7%
HAS vs RVTY
+140.1%
-84.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.5% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -2.7% | +10.8% | -13.5% | -6.6% |
| 3M | +8.9% | +26.8% | -17.9% | -1.0% |
| 6M | -2.9% | +39.3% | -42.2% | -15.6% |
| YTD | +12.6% | +31.6% | -19.0% | -0.6% |
| 1Y | +17.5% | +47.7% | -30.2% | -1.3% |
| 3Y | +46.2% | +19.9% | +26.3% | +29.7% |
| 5Y | +12.6% | -32.3% | +44.9% | +21.5% |
| 10Y | +55.7% | +138.4% | -82.8% | -5.9% |
| All | +55.7% | +140.1% | -84.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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