+24,936.4%
ROP vs HAS
+1,559.6%
+23,376.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | +3.2% | +2.3% | +1.0% | +2.6% |
| 3M | +23.1% | +10.4% | +12.7% | +19.6% |
| 6M | +13.3% | -3.2% | +16.5% | +13.3% |
| YTD | -7.9% | +15.4% | -23.3% | -12.1% |
| 1Y | -22.1% | +18.8% | -40.9% | -26.4% |
| 3Y | -16.8% | +43.9% | -60.7% | -27.2% |
| 5Y | -13.5% | +13.9% | -27.4% | -21.1% |
| 10Y | +137.7% | +56.4% | +81.3% | +86.6% |
| All | +24,936.4% | +1,559.6% | +23,376.8% | +10,794.8% |
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