+10.8%
HD vs RGEN
-42.4%
+53.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -2.1% | -4.9% | +2.9% | -1.3% |
| 30D | -8.4% | +5.7% | -14.1% | -9.3% |
| 3M | +4.3% | +32.4% | -28.1% | -0.6% |
| 6M | -11.1% | +33.2% | -44.3% | -15.8% |
| YTD | -4.7% | +2.3% | -7.0% | -6.1% |
| 1Y | -19.8% | +39.0% | -58.8% | -25.1% |
| 3Y | +4.1% | -4.6% | +8.7% | +0.1% |
| All | +10.8% | -42.4% | +53.2% | +4.0% |
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 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