+210.2%
HD vs RGEN
+402.3%
-192.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.7% |
| 7D | -1.8% | -4.6% | +2.8% | -1.0% |
| 30D | -10.8% | +1.2% | -12.0% | -11.1% |
| 3M | -2.7% | +26.8% | -29.5% | -7.1% |
| 6M | -10.3% | +29.1% | -39.3% | -14.9% |
| YTD | -7.8% | +0.7% | -8.5% | -9.0% |
| 1Y | -23.1% | +39.1% | -62.2% | -28.8% |
| 3Y | +2.0% | +2.2% | -0.2% | -4.0% |
| 5Y | +6.2% | -44.0% | +50.2% | +7.0% |
| 10Y | +210.2% | +412.7% | -202.6% | +100.7% |
| All | +210.2% | +402.3% | -192.1% | +100.7% |
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 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