+347.6%
RIO vs HAS
+99.1%
+248.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.4% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | -10.5% | +26.6% | -37.1% | -16.4% |
| 3M | -15.9% | +29.0% | -44.9% | -21.9% |
| 6M | -22.3% | +30.6% | -52.9% | -28.5% |
| YTD | +9.3% | +51.5% | -42.2% | -3.9% |
| 1Y | +23.0% | +58.5% | -35.4% | +6.8% |
| 3Y | +52.1% | +214.1% | -162.1% | +5.9% |
| 5Y | +88.9% | +50.2% | +38.6% | +59.8% |
| All | +347.6% | +99.1% | +248.5% | +225.6% |
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