+4,914.6%
RIO vs HAS
+4,536.4%
+378.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | -10.1% | +31.0% | -41.2% | -16.6% |
| 3M | -14.1% | +30.7% | -44.8% | -20.3% |
| 6M | -18.9% | +23.9% | -42.8% | -24.1% |
| YTD | +9.9% | +48.3% | -38.4% | -2.2% |
| 1Y | +27.0% | +60.2% | -33.2% | +10.7% |
| 3Y | +50.1% | +189.2% | -139.1% | +9.5% |
| 5Y | +95.3% | +50.4% | +44.9% | +65.4% |
| 10Y | +425.9% | +104.2% | +321.7% | +287.9% |
| All | +4,914.6% | +4,536.4% | +378.2% | +2,054.9% |
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