+528.0%
HD vs RNG
+338.4%
+189.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -1.2% | -3.5% | +2.3% | -0.7% |
| 30D | +20.9% | -3.8% | +24.6% | +21.3% |
| 3M | -0.2% | +18.6% | -18.7% | -3.1% |
| 6M | +14.5% | +69.2% | -54.7% | +4.5% |
| YTD | +4.3% | +161.9% | -157.6% | -12.6% |
| 1Y | -3.5% | +176.2% | -179.7% | -19.8% |
| 3Y | +30.1% | +174.5% | -144.4% | +4.8% |
| 5Y | +8.5% | -71.9% | +80.4% | +14.8% |
| 10Y | +245.3% | +235.4% | +9.9% | +143.5% |
| All | +528.0% | +338.4% | +189.5% | +326.6% |
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