+48.9%
HAS vs RNG
+130.4%
-81.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | -1.8% | +5.8% | -7.6% | -2.6% |
| 30D | +2.3% | +19.6% | -17.4% | -0.5% |
| 3M | +10.4% | +67.0% | -56.7% | +1.7% |
| 6M | -3.2% | +88.4% | -91.6% | -13.7% |
| YTD | +15.4% | +155.5% | -140.1% | -4.7% |
| 1Y | +18.8% | +141.7% | -122.9% | -1.2% |
| All | +48.9% | +130.4% | -81.4% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling