+30.8%
RIO vs HAS
+66.3%
-35.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.1% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | -11.6% | +31.6% | -43.2% | -15.7% |
| 3M | -12.7% | +33.9% | -46.6% | -17.2% |
| 6M | -12.4% | +31.4% | -43.8% | -17.1% |
| YTD | +11.0% | +51.6% | -40.6% | -2.4% |
| 1Y | +30.8% | +65.2% | -34.3% | +10.4% |
| All | +30.8% | +66.3% | -35.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling