+247.2%
HD vs RGEN
+457.6%
-210.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +5.2% | -2.4% | +7.6% | +5.6% |
| 30D | +20.7% | +0.1% | +20.7% | +20.5% |
| 3M | +0.8% | +6.6% | -5.8% | -0.9% |
| 6M | +12.2% | +40.9% | -28.7% | +4.5% |
| YTD | +4.2% | +6.2% | -2.0% | +1.4% |
| 1Y | -2.6% | +19.4% | -22.0% | -7.2% |
| 3Y | +30.0% | +17.9% | +12.1% | +19.3% |
| 5Y | +8.1% | -34.0% | +42.1% | +5.4% |
| 10Y | +247.2% | +453.9% | -206.7% | +126.0% |
| All | +247.2% | +457.6% | -210.5% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling