+210.2%
HD vs RNG
+215.2%
-5.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -1.8% | -4.1% | +2.2% | -1.3% |
| 30D | -10.8% | +8.6% | -19.5% | -12.1% |
| 3M | -2.7% | +78.0% | -80.6% | -11.3% |
| 6M | -10.3% | +67.0% | -77.3% | -18.4% |
| YTD | -7.8% | +142.4% | -150.2% | -22.0% |
| 1Y | -23.1% | +120.4% | -143.6% | -34.2% |
| 3Y | +2.0% | +122.1% | -120.1% | -15.6% |
| 5Y | +6.2% | -69.8% | +76.1% | +11.8% |
| 10Y | +210.2% | +223.4% | -13.2% | +120.7% |
| All | +210.2% | +215.2% | -5.1% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling