+597.9%
HL vs RNG
+305.9%
+292.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +0.4% | -4.1% | +4.4% | +1.0% |
| 30D | +18.8% | +8.6% | +10.2% | +17.3% |
| 3M | +43.7% | +78.0% | -34.2% | +30.8% |
| 6M | -1.0% | +67.0% | -68.1% | -10.1% |
| YTD | +8.7% | +142.4% | -133.7% | -8.0% |
| 1Y | +105.0% | +120.4% | -15.4% | +75.6% |
| 3Y | +427.3% | +122.1% | +305.2% | +339.1% |
| 5Y | +249.3% | -69.8% | +319.1% | +258.4% |
| 10Y | +284.2% | +223.4% | +60.8% | +194.8% |
| All | +597.9% | +305.9% | +292.0% | +418.5% |
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