+53.1%
HAL vs RNG
-74.0%
+127.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +0.9% | +3.2% |
| 7D | -0.2% | -3.5% | +3.3% | +0.1% |
| 30D | +1.0% | -3.8% | +4.8% | +1.3% |
| 3M | -2.1% | +18.6% | -20.7% | -3.7% |
| 6M | -17.5% | +69.2% | -86.7% | -21.7% |
| YTD | +18.1% | +161.9% | -143.7% | +6.1% |
| 1Y | +19.7% | +176.2% | -156.5% | +6.9% |
| 3Y | -7.9% | +174.5% | -182.4% | -19.3% |
| 5Y | +53.1% | -71.9% | +125.0% | +59.3% |
| All | +53.1% | -74.0% | +127.0% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling