+603.1%
RIO vs HAS
+53.3%
+549.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | +1.9% | -3.1% | +5.0% | +2.8% |
| 30D | +5.0% | -2.7% | +7.7% | +5.7% |
| 3M | +5.1% | +8.9% | -3.8% | +2.3% |
| 6M | +17.6% | -2.9% | +20.5% | +17.6% |
| YTD | +36.3% | +12.6% | +23.7% | +30.4% |
| 1Y | +71.2% | +17.5% | +53.7% | +61.7% |
| 3Y | +102.7% | +46.2% | +56.5% | +75.3% |
| 5Y | +99.6% | +12.6% | +87.0% | +83.1% |
| 10Y | +603.1% | +55.7% | +547.4% | +451.1% |
| All | +603.1% | +53.3% | +549.8% | +451.1% |
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