+249.3%
HBM vs RNG
+305.9%
-56.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +5.5% | -4.1% | +9.6% | +6.2% |
| 30D | +3.3% | +8.6% | -5.4% | +1.4% |
| 3M | +12.7% | +78.0% | -65.3% | -0.7% |
| 6M | +28.2% | +67.0% | -38.8% | +12.8% |
| YTD | +45.3% | +142.4% | -97.1% | +15.7% |
| 1Y | +121.7% | +120.4% | +1.3% | +79.4% |
| 3Y | +523.5% | +122.1% | +401.4% | +392.3% |
| 5Y | +393.9% | -69.8% | +463.8% | +423.1% |
| 10Y | +647.9% | +223.4% | +424.5% | +319.4% |
| All | +249.3% | +305.9% | -56.6% | +85.2% |
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