+145.7%
HST vs RNG
+340.1%
-194.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +3.6% | +4.6% | -1.0% | +3.0% |
| 30D | +11.2% | +0.4% | +10.8% | +11.1% |
| 3M | +13.1% | +11.4% | +1.7% | +11.3% |
| 6M | +23.9% | +95.7% | -71.8% | +12.7% |
| YTD | +52.3% | +162.9% | -110.6% | +31.2% |
| 1Y | +56.7% | +180.3% | -123.6% | +33.8% |
| 3Y | +87.5% | +188.3% | -100.8% | +56.1% |
| 5Y | +82.8% | -72.5% | +155.3% | +79.7% |
| 10Y | +134.6% | +236.7% | -102.1% | +54.8% |
| All | +145.7% | +340.1% | -194.4% | +54.3% |
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