+95.6%
HBM vs RNG
+128.1%
-32.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -3.3% | -6.1% | +2.8% | -3.6% |
| 30D | -4.8% | +9.6% | -14.4% | -4.3% |
| 3M | -0.4% | +83.3% | -83.8% | +2.6% |
| 6M | +17.9% | +77.9% | -60.1% | +21.7% |
| YTD | +33.7% | +139.9% | -106.2% | +36.7% |
| 1Y | +95.6% | +121.7% | -26.1% | +106.4% |
| All | +95.6% | +128.1% | -32.5% | +106.4% |
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