+65.2%
HAS vs RNG
+179.4%
-114.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +2.4% | -9.6% | +12.0% | +2.9% |
| 30D | +31.6% | -1.4% | +33.0% | +31.6% |
| 3M | +33.9% | +28.8% | +5.1% | +32.6% |
| 6M | +31.4% | +65.6% | -34.2% | +29.0% |
| YTD | +51.6% | +171.4% | -119.8% | +43.6% |
| 1Y | +65.2% | +185.3% | -120.1% | +52.5% |
| All | +65.2% | +179.4% | -114.2% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling