-68.6%
RNG vs HRB
+114.1%
-182.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -6.1% | -8.0% | +1.9% | -3.9% |
| 30D | +9.6% | -16.0% | +25.6% | +14.8% |
| 3M | +83.3% | +26.9% | +56.5% | +71.7% |
| 6M | +77.9% | +51.1% | +26.8% | +59.6% |
| YTD | +139.9% | +7.1% | +132.9% | +131.9% |
| 1Y | +121.7% | -9.6% | +131.3% | +122.3% |
| 3Y | +121.9% | +25.4% | +96.5% | +97.5% |
| All | -68.6% | +114.1% | -182.6% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling