-2.7%
HAL vs RNG
+327.7%
-330.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | +2.9% | +5.8% | -2.8% | +2.3% |
| 30D | +17.0% | +19.6% | -2.6% | +14.7% |
| 3M | -9.7% | +67.0% | -76.7% | -15.2% |
| 6M | +8.6% | +88.4% | -79.7% | -0.2% |
| YTD | +33.0% | +155.5% | -122.5% | +16.5% |
| 1Y | +68.3% | +141.7% | -73.4% | +48.0% |
| 3Y | +0.1% | +131.1% | -131.0% | -13.7% |
| 5Y | +102.6% | -70.6% | +173.2% | +112.5% |
| 10Y | +3.8% | +228.2% | -224.4% | -34.6% |
| All | -2.7% | +327.7% | -330.4% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling