+35.6%
HST vs RNG
+122.1%
-86.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | -0.3% | -4.1% | +3.7% | -0.1% |
| 30D | -2.8% | +8.6% | -11.4% | -3.2% |
| 3M | -6.5% | +78.0% | -84.4% | -9.4% |
| 6M | +20.7% | +67.0% | -46.3% | +16.9% |
| YTD | +30.5% | +142.4% | -112.0% | +21.7% |
| All | +35.6% | +122.1% | -86.5% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling