+248.1%
HD vs RGEN
+411.3%
-163.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | -0.3% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | +18.5% | -5.1% | +23.6% | +19.4% |
| 3M | +2.2% | +0.5% | +1.7% | +1.4% |
| 6M | +13.8% | +46.6% | -32.7% | +5.3% |
| YTD | +3.4% | +1.6% | +1.8% | +1.4% |
| 1Y | -3.5% | +5.4% | -8.9% | -6.1% |
| 3Y | +29.0% | +12.8% | +16.1% | +19.2% |
| 5Y | +6.1% | -35.6% | +41.7% | +3.8% |
| All | +248.1% | +411.3% | -163.1% | +127.2% |
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