+595.7%
HAL vs RGEN
+1,576.0%
-980.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +2.9% | -4.9% | +7.9% | +3.2% |
| 30D | +17.0% | +5.7% | +11.4% | +16.7% |
| 3M | -9.7% | +32.4% | -42.1% | -10.9% |
| 6M | +8.6% | +33.2% | -24.6% | +6.8% |
| YTD | +33.0% | +2.3% | +30.7% | +32.3% |
| 1Y | +68.3% | +39.0% | +29.3% | +65.0% |
| 3Y | +0.1% | -4.6% | +4.7% | -1.0% |
| 5Y | +102.6% | -42.7% | +145.3% | +102.6% |
| 10Y | +3.8% | +433.6% | -429.8% | -5.7% |
| All | +595.7% | +1,576.0% | -980.3% | +446.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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