+381.4%
RIO vs HAS
+106.1%
+275.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.7% |
| 7D | +4.4% | +2.2% | +2.3% | +3.8% |
| 30D | -8.9% | +29.6% | -38.4% | -15.4% |
| 3M | -12.7% | +30.3% | -42.9% | -19.2% |
| 6M | -16.2% | +25.6% | -41.8% | -22.1% |
| YTD | +13.4% | +50.8% | -37.4% | -0.2% |
| 1Y | +30.9% | +63.0% | -32.1% | +12.7% |
| 3Y | +60.2% | +211.6% | -151.4% | +11.7% |
| 5Y | +98.9% | +50.4% | +48.5% | +68.2% |
| 10Y | +381.4% | +101.9% | +279.6% | +235.3% |
| All | +381.4% | +106.1% | +275.4% | +235.3% |
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