+592.6%
RVMD vs HAS
+59.0%
+533.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.4% |
| 7D | +6.4% | +2.2% | +4.2% | +5.5% |
| 30D | +5.5% | +29.6% | -24.1% | -5.1% |
| 3M | -2.4% | +30.3% | -32.7% | -12.7% |
| 6M | +41.1% | +25.6% | +15.5% | +27.2% |
| YTD | +151.3% | +50.8% | +100.5% | +106.8% |
| 1Y | +228.1% | +63.0% | +165.0% | +160.6% |
| 3Y | +899.8% | +211.6% | +688.2% | +467.1% |
| 5Y | +514.0% | +50.4% | +463.6% | +379.0% |
| All | +592.6% | +59.0% | +533.6% | +460.0% |
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