+51.2%
RIO vs HAS
+212.5%
-161.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -9.1% | +26.3% | -35.4% | -13.9% |
| 3M | -13.7% | +25.6% | -39.3% | -18.2% |
| 6M | -24.3% | +30.3% | -54.6% | -29.4% |
| YTD | +8.9% | +50.4% | -41.5% | -2.4% |
| 1Y | +22.7% | +57.7% | -35.1% | +8.6% |
| 3Y | +51.2% | +213.4% | -162.2% | +7.7% |
| All | +51.2% | +212.5% | -161.3% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling