+332.5%
HBM vs RGEN
-44.2%
+376.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -3.3% | -1.4% | -1.8% | -2.9% |
| 30D | -4.8% | -0.3% | -4.5% | -4.7% |
| 3M | -0.4% | +23.9% | -24.3% | -7.2% |
| 6M | +17.9% | +38.5% | -20.7% | +5.6% |
| YTD | +33.7% | +0.8% | +32.9% | +31.5% |
| 1Y | +95.6% | +38.2% | +57.4% | +74.7% |
| 3Y | +458.1% | +1.3% | +456.8% | +421.5% |
| All | +332.5% | -44.2% | +376.6% | +298.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling