+29,197.7%
ROP vs HAS
+2,032.8%
+27,164.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +32.9% | +31.0% | +1.9% | +24.2% |
| 3M | +20.0% | +30.7% | -10.6% | +12.1% |
| 6M | +36.4% | +23.9% | +12.5% | +28.6% |
| YTD | +7.8% | +48.3% | -40.5% | -3.5% |
| 1Y | +8.0% | +60.2% | -52.2% | -5.3% |
| 3Y | -3.5% | +189.2% | -192.7% | -29.2% |
| 5Y | +1.5% | +50.4% | -49.0% | -13.6% |
| 10Y | +198.5% | +104.2% | +94.3% | +119.3% |
| All | +29,197.7% | +2,032.8% | +27,164.9% | +11,867.0% |
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