+9,768.6%
ROL vs HAS
+4,678.1%
+5,090.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +11.7% | 0.0% | +11.8% | +11.7% |
| 30D | +27.7% | +31.3% | -3.6% | +21.1% |
| 3M | +3.7% | +32.1% | -28.4% | -1.8% |
| 6M | -27.8% | +28.1% | -55.9% | -31.4% |
| YTD | -34.7% | +49.1% | -83.8% | -39.9% |
| 1Y | -34.1% | +60.5% | -94.6% | -40.2% |
| 3Y | +5.9% | +183.9% | -178.0% | -15.6% |
| 5Y | +15.6% | +51.2% | -35.6% | +2.5% |
| 10Y | +226.5% | +105.3% | +121.2% | +158.6% |
| All | +9,768.6% | +4,678.1% | +5,090.6% | +4,581.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling