+82.3%
HST vs RNG
-72.1%
+154.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +3.6% | +4.6% | -1.0% | +2.8% |
| 30D | +11.2% | +0.4% | +10.8% | +11.0% |
| 3M | +13.1% | +11.4% | +1.7% | +10.6% |
| 6M | +23.9% | +95.7% | -71.8% | +8.2% |
| YTD | +52.3% | +162.9% | -110.6% | +22.4% |
| 1Y | +56.7% | +180.3% | -123.6% | +24.2% |
| 3Y | +87.5% | +188.3% | -100.8% | +41.4% |
| All | +82.3% | -72.1% | +154.4% | +108.5% |
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 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