+73.9%
HST vs RNG
-70.2%
+144.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | -0.3% | -4.1% | +3.7% | +0.3% |
| 30D | -2.8% | +8.6% | -11.4% | -4.3% |
| 3M | -6.5% | +78.0% | -84.4% | -15.9% |
| 6M | +20.7% | +67.0% | -46.3% | +8.4% |
| YTD | +30.5% | +142.4% | -112.0% | +7.6% |
| 1Y | +36.8% | +120.4% | -83.7% | +14.4% |
| 3Y | +65.9% | +122.1% | -56.2% | +33.2% |
| 5Y | +73.9% | -69.8% | +143.8% | +74.6% |
| All | +73.9% | -70.2% | +144.1% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling