+214.9%
ROL vs HAS
+106.1%
+108.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | +7.5% | +2.2% | +5.4% | +7.1% |
| 30D | +21.1% | +29.6% | -8.4% | +15.7% |
| 3M | +3.1% | +30.3% | -27.1% | -1.6% |
| 6M | -27.4% | +25.6% | -53.0% | -30.5% |
| YTD | -34.7% | +50.8% | -85.5% | -39.5% |
| 1Y | -32.9% | +63.0% | -96.0% | -38.7% |
| 3Y | +6.1% | +211.6% | -205.4% | -15.3% |
| 5Y | +16.3% | +50.4% | -34.1% | +5.2% |
| 10Y | +214.9% | +101.9% | +113.0% | +166.8% |
| All | +214.9% | +106.1% | +108.8% | +166.8% |
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