+216.0%
ROL vs HAS
+101.4%
+114.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +9.5% | -0.2% | +9.6% | +9.5% |
| 30D | +22.9% | +31.0% | -8.1% | +17.2% |
| 3M | +3.5% | +30.7% | -27.1% | -1.3% |
| 6M | -29.4% | +23.9% | -53.3% | -32.2% |
| YTD | -36.1% | +48.3% | -84.4% | -40.6% |
| 1Y | -34.4% | +60.2% | -94.6% | -39.8% |
| 3Y | +4.0% | +189.2% | -185.2% | -15.8% |
| 5Y | +13.2% | +50.4% | -37.2% | +2.4% |
| All | +216.0% | +101.4% | +114.7% | +169.2% |
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