+256.9%
HL vs RNG
+222.9%
+34.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.4% | -6.1% | +1.7% | -3.5% |
| 30D | +9.3% | +9.6% | -0.3% | +7.7% |
| 3M | +32.0% | +83.3% | -51.4% | +19.3% |
| 6M | -6.4% | +77.9% | -84.4% | -16.0% |
| YTD | +3.1% | +139.9% | -136.8% | -13.0% |
| 1Y | +77.6% | +121.7% | -44.1% | +51.2% |
| 3Y | +392.8% | +121.9% | +271.0% | +307.8% |
| 5Y | +234.1% | -68.4% | +302.5% | +240.3% |
| All | +256.9% | +222.9% | +34.0% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling