+634.9%
HLT vs RNG
+301.0%
+333.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.6% | -6.1% | +4.5% | -0.8% |
| 30D | -5.0% | +9.6% | -14.6% | -6.3% |
| 3M | -10.4% | +83.3% | -93.7% | -18.0% |
| 6M | +3.2% | +77.9% | -74.7% | -5.9% |
| YTD | +6.7% | +139.9% | -133.2% | -7.9% |
| 1Y | +10.3% | +121.7% | -111.4% | -4.1% |
| 3Y | +99.3% | +121.9% | -22.5% | +68.3% |
| 5Y | +143.7% | -68.4% | +212.0% | +149.5% |
| 10Y | +584.7% | +220.0% | +364.7% | +353.0% |
| All | +634.9% | +301.0% | +333.9% | +365.5% |
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