+110.0%
HAL vs RNG
-70.0%
+180.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | -0.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.5% |
| 30D | +15.9% | +11.4% | +4.5% | +14.9% |
| 3M | -8.7% | +72.1% | -80.8% | -12.9% |
| 6M | +9.0% | +67.9% | -58.9% | +3.7% |
| YTD | +32.0% | +144.3% | -112.3% | +20.5% |
| 1Y | +72.5% | +117.5% | -45.1% | +58.8% |
| 3Y | -4.5% | +123.9% | -128.4% | -14.1% |
| All | +110.0% | -70.0% | +180.0% | +90.8% |
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