+1.3%
ROP vs HAS
+49.5%
-48.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.4% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | +29.7% | +26.6% | +3.1% | +23.9% |
| 3M | +21.2% | +29.0% | -7.8% | +15.4% |
| 6M | +48.3% | +30.6% | +17.7% | +40.5% |
| YTD | +8.4% | +51.5% | -43.1% | -0.8% |
| 1Y | +6.0% | +58.5% | -52.5% | -4.0% |
| 3Y | -5.6% | +214.1% | -219.7% | -28.5% |
| 5Y | +1.3% | +50.2% | -49.0% | -5.3% |
| All | +1.3% | +49.5% | -48.3% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling