+577.9%
HWM vs RNG
-72.1%
+649.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | +7.3% | +4.6% | +2.7% | +6.8% |
| 30D | +1.6% | +0.4% | +1.2% | +1.4% |
| 3M | -21.9% | +11.4% | -33.3% | -23.0% |
| 6M | -19.0% | +95.7% | -114.7% | -25.7% |
| YTD | +7.9% | +162.9% | -154.9% | -6.5% |
| 1Y | +9.9% | +180.3% | -170.3% | -5.8% |
| 3Y | +342.1% | +188.3% | +153.8% | +265.0% |
| All | +577.9% | -72.1% | +649.9% | +676.9% |
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 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