+89.6%
HST vs RNG
+177.9%
-88.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -1.3% | -3.5% | +2.2% | -0.8% |
| 30D | +13.4% | -3.8% | +17.1% | +13.8% |
| 3M | +16.7% | +18.6% | -1.9% | +13.9% |
| 6M | +24.0% | +69.2% | -45.2% | +14.6% |
| YTD | +54.0% | +161.9% | -107.9% | +30.2% |
| 1Y | +55.0% | +176.2% | -121.2% | +29.6% |
| All | +89.6% | +177.9% | -88.4% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling