+58.5%
HAS vs RNG
+177.2%
-118.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | +1.6% | +2.3% | -0.6% | +1.5% |
| 30D | +26.6% | -3.4% | +30.0% | +26.7% |
| 3M | +29.0% | +20.9% | +8.1% | +28.0% |
| 6M | +30.6% | +82.2% | -51.6% | +27.9% |
| YTD | +51.5% | +164.6% | -113.1% | +43.6% |
| 1Y | +58.5% | +177.0% | -118.5% | +47.1% |
| All | +58.5% | +177.2% | -118.7% | +47.1% |
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