+122.3%
RNG vs HRB
+25.2%
+97.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -9.6% | -12.2% | +2.6% | -6.4% |
| 30D | +8.8% | -3.0% | +11.8% | +9.1% |
| 3M | +78.6% | +21.7% | +56.9% | +69.4% |
| 6M | +70.3% | +52.3% | +18.0% | +54.8% |
| YTD | +140.3% | +6.5% | +133.9% | +130.3% |
| 1Y | +126.6% | -6.7% | +133.3% | +121.1% |
| All | +122.3% | +25.2% | +97.0% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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