+4.4%
HWM vs RNG
+179.4%
-175.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +9.4% | -9.6% | +19.0% | +9.2% |
| 30D | -7.0% | -1.4% | -5.6% | -7.0% |
| 3M | -25.9% | +28.8% | -54.6% | -25.4% |
| 6M | -10.8% | +65.6% | -76.4% | -9.0% |
| YTD | +4.3% | +171.4% | -167.1% | +4.4% |
| 1Y | +4.4% | +185.3% | -180.9% | +4.0% |
| All | +4.4% | +179.4% | -175.0% | +4.0% |
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