+217.2%
ROL vs HAS
+106.0%
+111.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | +0.8% | +2.0% | -1.3% | +0.4% |
| 30D | +20.6% | +30.9% | -10.3% | +15.0% |
| 3M | +4.5% | +28.8% | -24.3% | -0.1% |
| 6M | -26.5% | +32.3% | -58.9% | -30.3% |
| YTD | -34.8% | +54.7% | -89.5% | -39.9% |
| 1Y | -33.2% | +63.2% | -96.4% | -39.0% |
| 3Y | +4.5% | +220.7% | -216.2% | -17.0% |
| 5Y | +15.5% | +53.3% | -37.8% | +4.2% |
| 10Y | +217.2% | +104.2% | +113.0% | +167.1% |
| All | +217.2% | +106.0% | +111.2% | +167.1% |
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