+182.1%
ROP vs HAS
+102.4%
+79.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +0.2% | +3.3% | -3.1% | -0.5% |
| 30D | +30.3% | +30.5% | -0.2% | +22.9% |
| 3M | +17.8% | +29.9% | -12.1% | +11.2% |
| 6M | +38.9% | +26.5% | +12.3% | +31.4% |
| YTD | +7.6% | +51.9% | -44.3% | -2.8% |
| 1Y | +6.5% | +60.9% | -54.4% | -5.1% |
| 3Y | -6.3% | +215.0% | -221.3% | -30.4% |
| 5Y | +0.9% | +51.5% | -50.6% | -11.9% |
| All | +182.1% | +102.4% | +79.7% | +120.3% |
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 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