+473.9%
HD vs RNG
+327.7%
+146.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.5% |
| 7D | -2.1% | +5.8% | -7.8% | -2.9% |
| 30D | -8.4% | +19.6% | -28.0% | -10.9% |
| 3M | +4.3% | +67.0% | -62.7% | -3.9% |
| 6M | -11.1% | +88.4% | -99.5% | -20.4% |
| YTD | -4.7% | +155.5% | -160.2% | -19.5% |
| 1Y | -19.8% | +141.7% | -161.5% | -32.0% |
| 3Y | +4.1% | +131.1% | -127.0% | -13.8% |
| 5Y | +10.3% | -70.6% | +80.9% | +15.7% |
| 10Y | +203.2% | +228.2% | -25.1% | +115.1% |
| All | +473.9% | +327.7% | +146.1% | +292.7% |
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 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