+23.0%
RIO vs HAS
+58.8%
-35.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | -10.5% | +26.6% | -37.1% | -13.9% |
| 3M | -15.9% | +29.0% | -44.9% | -19.4% |
| 6M | -22.3% | +30.6% | -52.9% | -26.2% |
| YTD | +9.3% | +51.5% | -42.2% | -3.6% |
| 1Y | +23.0% | +58.5% | -35.4% | +6.5% |
| All | +23.0% | +58.8% | -35.7% | +6.5% |
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