v0.3.4

RiskPerf v0.3.4

Diff since v0.3.2

Added

• Added hit_rate, best_period_return, worst_period_return, and best_worst_period_return helpers for single-period return summaries.

Changed

• Reused a two-pass central-moment summary in Gaussian and Cornish-Fisher VaR and expected shortfall calculations, avoiding repeated scans for mean, variance, skewness, and kurtosis.
• Reworked historical expected shortfall to select only the tail boundary and accumulate the selected tail directly, avoiding a partial sort of the full tail.

Fixed

• Made Cornish-Fisher kurtosis use mean-centered moments so it is translation invariant.