+48.6%
HAS vs RNG
-69.1%
+117.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | -0.2% | -11.3% | +11.2% | +1.6% |
| 30D | +31.0% | -5.7% | +36.7% | +32.0% |
| 3M | +30.7% | +16.8% | +13.9% | +27.2% |
| 6M | +23.9% | +58.5% | -34.6% | +14.1% |
| YTD | +48.3% | +151.3% | -103.0% | +23.8% |
| 1Y | +60.2% | +169.0% | -108.8% | +32.0% |
| 3Y | +189.2% | +156.9% | +32.3% | +132.7% |
| All | +48.6% | -69.1% | +117.7% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling