+32.6%
HD vs RNG
+165.4%
-132.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.8% |
| 7D | +3.6% | -6.2% | +9.8% | +4.2% |
| 30D | +21.6% | -8.0% | +29.6% | +22.3% |
| 3M | +0.1% | +15.7% | -15.6% | -1.8% |
| 6M | +13.0% | +60.3% | -47.3% | +6.4% |
| YTD | +4.9% | +153.8% | -148.8% | -8.3% |
| 1Y | -2.1% | +172.2% | -174.2% | -15.4% |
| 3Y | +32.6% | +174.8% | -142.2% | +10.0% |
| All | +32.6% | +165.4% | -132.8% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling