+9,030.3%
ROL vs HAS
+3,598.5%
+5,431.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.4% | -1.8% | +0.4% | -1.1% |
| 30D | -4.1% | +2.3% | -6.4% | -4.5% |
| 3M | -22.5% | +10.4% | -32.9% | -24.1% |
| 6M | -37.7% | -3.2% | -34.4% | -37.6% |
| YTD | -39.6% | +15.4% | -55.0% | -41.5% |
| 1Y | -36.0% | +18.8% | -54.8% | -38.5% |
| 3Y | -5.1% | +43.9% | -49.1% | -14.0% |
| 5Y | -3.4% | +13.9% | -17.3% | -9.6% |
| 10Y | +215.2% | +56.4% | +158.8% | +163.1% |
| All | +9,030.3% | +3,598.5% | +5,431.8% | +4,453.7% |
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