-1.6%
ROL vs HAS
+44.2%
-45.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.4% | -1.8% | +0.4% | -1.2% |
| 30D | -4.1% | +2.3% | -6.4% | -4.4% |
| 3M | -22.5% | +10.4% | -32.9% | -23.5% |
| 6M | -37.7% | -3.2% | -34.4% | -37.5% |
| YTD | -39.6% | +15.4% | -55.0% | -40.5% |
| 1Y | -36.0% | +18.8% | -54.8% | -37.2% |
| All | -1.6% | +44.2% | -45.8% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling