+3.1%
HD vs RNG
+120.7%
-117.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.8% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -11.1% | +11.4% | -22.5% | -12.3% |
| 3M | +2.0% | +72.1% | -70.1% | -4.4% |
| 6M | -10.5% | +67.9% | -78.4% | -16.5% |
| YTD | -6.9% | +144.3% | -151.2% | -18.5% |
| 1Y | -23.2% | +117.5% | -140.7% | -31.8% |
| 3Y | +3.1% | +123.9% | -120.8% | -12.7% |
| All | +3.1% | +120.7% | -117.6% | -12.7% |
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 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