+197.6%
HAS vs RNG
+327.7%
-130.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | 0.0% |
| 7D | -1.8% | +5.8% | -7.6% | -2.6% |
| 30D | +2.3% | +19.6% | -17.4% | -0.4% |
| 3M | +10.4% | +67.0% | -56.7% | +1.9% |
| 6M | -3.2% | +88.4% | -91.6% | -13.1% |
| YTD | +15.4% | +155.5% | -140.1% | -2.1% |
| 1Y | +18.8% | +141.7% | -122.9% | +1.2% |
| 3Y | +43.9% | +131.1% | -87.1% | +20.4% |
| 5Y | +13.9% | -70.6% | +84.5% | +16.6% |
| 10Y | +56.4% | +228.2% | -171.8% | +11.2% |
| All | +197.6% | +327.7% | -130.2% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling