+56.0%
HAS vs RNG
+215.2%
-159.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -4.8% | -4.1% | -0.8% | -4.3% |
| 30D | -5.1% | +8.6% | -13.8% | -6.4% |
| 3M | +6.4% | +78.0% | -71.6% | -2.9% |
| 6M | -5.6% | +67.0% | -72.7% | -14.0% |
| YTD | +11.0% | +142.4% | -131.5% | -5.8% |
| 1Y | +16.8% | +120.4% | -103.7% | +0.4% |
| 3Y | +44.0% | +122.1% | -78.1% | +20.3% |
| 5Y | +11.0% | -69.8% | +80.8% | +13.2% |
| 10Y | +56.0% | +223.4% | -167.4% | +12.4% |
| All | +56.0% | +215.2% | -159.2% | +12.4% |
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