+6,084.9%
RIO vs HAS
+3,507.8%
+2,577.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | 0.0% | -1.8% | +1.8% | +0.5% |
| 30D | +4.0% | +2.3% | +1.7% | +3.3% |
| 3M | +0.1% | +10.4% | -10.2% | -2.7% |
| 6M | +12.7% | -3.2% | +16.0% | +12.8% |
| YTD | +35.6% | +15.4% | +20.2% | +29.4% |
| 1Y | +73.7% | +18.8% | +54.9% | +64.3% |
| 3Y | +93.3% | +43.9% | +49.4% | +69.6% |
| 5Y | +92.4% | +13.9% | +78.5% | +75.9% |
| 10Y | +606.9% | +56.4% | +550.5% | +461.1% |
| All | +6,084.9% | +3,507.8% | +2,577.0% | +2,750.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling