-33.1%
ROL vs HAS
+61.8%
-94.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | +7.5% | +2.2% | +5.4% | +7.0% |
| 30D | +21.1% | +29.6% | -8.4% | +14.6% |
| 3M | +3.1% | +30.3% | -27.1% | -2.6% |
| 6M | -27.4% | +25.6% | -53.0% | -30.4% |
| YTD | -34.7% | +50.8% | -85.5% | -38.6% |
| All | -33.1% | +61.8% | -94.9% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling