+471.8%
HIG vs RNG
+302.4%
+169.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -2.3% | -9.6% | +7.3% | -1.5% |
| 30D | -1.2% | +8.8% | -10.0% | -2.0% |
| 3M | +6.3% | +78.6% | -72.3% | +0.8% |
| 6M | +0.6% | +70.3% | -69.7% | -4.8% |
| YTD | +0.6% | +140.3% | -139.7% | -8.2% |
| 1Y | +6.1% | +126.6% | -120.5% | -3.0% |
| 3Y | +102.0% | +120.2% | -18.2% | +81.1% |
| 5Y | +119.2% | -68.3% | +187.5% | +126.8% |
| 10Y | +312.5% | +220.6% | +91.9% | +203.4% |
| All | +471.8% | +302.4% | +169.4% | +306.7% |
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