-0.1%
HIG vs RNG
+68.7%
-68.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.7% |
| 7D | -0.5% | -4.1% | +3.6% | -0.3% |
| 30D | -2.8% | +8.6% | -11.5% | -3.0% |
| 3M | +6.3% | +78.0% | -71.6% | +4.8% |
| 6M | -0.1% | +67.0% | -67.1% | -0.4% |
| All | -0.1% | +68.7% | -68.8% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling