+389.9%
HWM vs RNG
+120.7%
+269.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.4% | -6.3% | -10.4% |
| 7D | -9.2% | -0.8% | -8.3% | -9.1% |
| 30D | -17.9% | +11.4% | -29.3% | -18.4% |
| 3M | -6.0% | +72.1% | -78.1% | -9.8% |
| 6M | -7.4% | +67.9% | -75.3% | -11.4% |
| YTD | +13.1% | +144.3% | -131.2% | +2.3% |
| 1Y | +29.3% | +117.5% | -88.2% | +18.5% |
| 3Y | +389.9% | +123.9% | +266.0% | +322.9% |
| All | +389.9% | +120.7% | +269.3% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling