+282.4%
HAS vs RNG
+320.7%
-38.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | -0.2% | -11.3% | +11.2% | +1.5% |
| 30D | +31.0% | -5.7% | +36.7% | +31.9% |
| 3M | +30.7% | +16.8% | +13.9% | +27.4% |
| 6M | +23.9% | +58.5% | -34.6% | +14.6% |
| YTD | +48.3% | +151.3% | -103.0% | +25.7% |
| 1Y | +60.2% | +169.0% | -108.8% | +34.4% |
| 3Y | +189.2% | +156.9% | +32.3% | +138.2% |
| 5Y | +50.4% | -69.0% | +119.4% | +53.0% |
| 10Y | +104.2% | +262.0% | -157.8% | +43.3% |
| All | +282.4% | +320.7% | -38.4% | +161.4% |
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