+1,516.8%
HWM vs RNG
+248.5%
+1,268.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.2% | +2.0% |
| 7D | +5.0% | -3.5% | +8.5% | +5.4% |
| 30D | +1.5% | -3.8% | +5.3% | +1.8% |
| 3M | -20.3% | +18.6% | -38.9% | -22.1% |
| 6M | -18.0% | +69.2% | -87.2% | -23.8% |
| YTD | +9.5% | +161.9% | -152.4% | -5.5% |
| 1Y | +7.5% | +176.2% | -168.8% | -8.0% |
| 3Y | +355.7% | +174.5% | +181.1% | +279.2% |
| 5Y | +610.2% | -71.9% | +682.1% | +653.2% |
| 10Y | +1,516.8% | +235.4% | +1,281.4% | +801.2% |
| All | +1,516.8% | +248.5% | +1,268.2% | +801.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling