-4.6%
HD vs RNG
+179.4%
-184.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +6.5% |
| 7D | +11.9% | -9.6% | +21.5% | +12.5% |
| 30D | +26.4% | -1.4% | +27.8% | +26.3% |
| 3M | +2.8% | +28.8% | -25.9% | +1.0% |
| 6M | +15.5% | +65.6% | -50.1% | +11.4% |
| YTD | +5.5% | +171.4% | -165.9% | -2.7% |
| 1Y | -4.6% | +185.3% | -189.9% | -17.1% |
| All | -4.6% | +179.4% | -184.0% | -17.1% |
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