+1,731.8%
HCA vs RGEN
+4,783.1%
-3,051.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.1% |
| 7D | +4.9% | -4.6% | +9.5% | +5.4% |
| 30D | +1.9% | +1.2% | +0.7% | +1.7% |
| 3M | +12.7% | +26.8% | -14.1% | +9.7% |
| 6M | -22.3% | +29.1% | -51.4% | -24.9% |
| YTD | -9.3% | +0.7% | -10.1% | -10.1% |
| 1Y | +2.7% | +39.1% | -36.3% | -2.0% |
| 3Y | +57.8% | +2.2% | +55.6% | +51.7% |
| 5Y | +70.3% | -44.0% | +114.3% | +69.7% |
| 10Y | +499.7% | +412.7% | +86.9% | +367.0% |
| All | +1,731.8% | +4,783.1% | -3,051.4% | +1,000.7% |
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