+216.8%
ROL vs HAS
+102.4%
+114.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | +3.4% | +3.3% | +0.1% | +2.8% |
| 30D | +20.8% | +30.5% | -9.8% | +15.2% |
| 3M | +3.7% | +29.9% | -26.2% | -1.0% |
| 6M | -27.7% | +26.5% | -54.2% | -30.8% |
| YTD | -34.9% | +51.9% | -86.9% | -39.8% |
| 1Y | -33.3% | +60.9% | -94.2% | -38.9% |
| 3Y | +4.3% | +215.0% | -210.7% | -16.9% |
| 5Y | +15.0% | +51.5% | -36.5% | +3.9% |
| All | +216.8% | +102.4% | +114.5% | +167.6% |
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 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