-35.4%
RBLX vs HAS
+15.9%
-51.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | +8.1% | -3.1% | +11.2% | +9.3% |
| 30D | +23.9% | -6.4% | +30.3% | +27.0% |
| 3M | +8.1% | +10.4% | -2.2% | +3.7% |
| 6M | -23.7% | -3.7% | -20.0% | -23.8% |
| YTD | -44.6% | +12.5% | -57.1% | -48.4% |
| 1Y | -66.2% | +19.8% | -86.1% | -69.5% |
| 3Y | +54.7% | +46.0% | +8.7% | +22.7% |
| 5Y | -48.9% | +12.5% | -61.4% | -49.3% |
| All | -35.4% | +15.9% | -51.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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