+428.1%
RSG vs HAS
+54.3%
+373.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | 0.0% | -4.8% | +4.8% | +0.8% |
| 30D | +3.7% | -5.1% | +8.8% | +4.5% |
| 3M | +6.2% | +6.4% | -0.2% | +4.8% |
| 6M | -2.8% | -5.6% | +2.9% | -2.3% |
| YTD | +5.9% | +11.0% | -5.1% | +3.4% |
| 1Y | -1.8% | +16.8% | -18.5% | -5.0% |
| 3Y | +57.5% | +44.0% | +13.5% | +44.1% |
| 5Y | +91.1% | +11.0% | +80.1% | +82.4% |
| 10Y | +428.1% | +56.0% | +372.1% | +350.8% |
| All | +428.1% | +54.3% | +373.8% | +350.8% |
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 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