+121.3%
HBM vs RNG
+144.7%
-23.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -1.1% |
| 7D | -6.4% | +5.8% | -12.1% | -6.1% |
| 30D | +5.9% | +19.6% | -13.7% | +6.9% |
| 3M | -8.9% | +67.0% | -75.9% | -6.1% |
| 6M | +10.7% | +88.4% | -77.7% | +14.4% |
| YTD | +38.3% | +155.5% | -117.2% | +41.4% |
| 1Y | +121.3% | +141.7% | -20.3% | +132.4% |
| All | +121.3% | +144.7% | -23.4% | +132.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling