+23.9%
HAS vs RNG
+54.0%
-30.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -0.2% | -11.3% | +11.2% | +0.7% |
| 30D | +31.0% | -5.7% | +36.7% | +31.5% |
| 3M | +30.7% | +16.8% | +13.9% | +29.6% |
| 6M | +23.9% | +58.5% | -34.6% | +20.8% |
| All | +23.9% | +54.0% | -30.1% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling