-14.9%
HAL vs RNG
+234.5%
-249.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +6.1% | +4.6% | +1.5% | +5.6% |
| 30D | +2.9% | +0.4% | +2.5% | +2.8% |
| 3M | +3.3% | +11.4% | -8.1% | +2.1% |
| 6M | -16.9% | +95.7% | -112.6% | -22.8% |
| YTD | +21.2% | +162.9% | -141.7% | +7.6% |
| 1Y | +27.5% | +180.3% | -152.7% | +12.4% |
| 3Y | -6.4% | +188.3% | -194.8% | -19.4% |
| 5Y | +58.0% | -72.5% | +130.5% | +64.6% |
| All | -14.9% | +234.5% | -249.3% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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