+287.7%
RNG vs HRB
+183.0%
+104.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -3.0% |
| 7D | -0.8% | -9.1% | +8.2% | +1.2% |
| 30D | +11.4% | +0.3% | +11.1% | +10.9% |
| 3M | +72.1% | +23.4% | +48.7% | +64.8% |
| 6M | +67.9% | +45.1% | +22.8% | +55.4% |
| YTD | +144.3% | +8.9% | +135.5% | +137.7% |
| 1Y | +117.5% | -7.9% | +125.4% | +117.7% |
| 3Y | +123.9% | +27.9% | +95.9% | +108.0% |
| 5Y | -70.1% | +108.3% | -178.4% | -74.5% |
| 10Y | +215.9% | +208.4% | +7.4% | +132.3% |
| All | +287.7% | +183.0% | +104.8% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling