+119.2%
HIG vs RGEN
-44.2%
+163.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.3% | -2.9% | +0.6% | -2.1% |
| 30D | -1.2% | -0.1% | -1.2% | -1.3% |
| 3M | +6.3% | +25.9% | -19.6% | +4.4% |
| 6M | +0.6% | +35.2% | -34.6% | -2.0% |
| YTD | +0.6% | +0.5% | +0.1% | +0.1% |
| 1Y | +6.1% | +37.0% | -30.9% | +2.8% |
| 3Y | +102.0% | +2.0% | +100.0% | +96.4% |
| 5Y | +119.2% | -44.2% | +163.4% | +101.8% |
| All | +119.2% | -44.2% | +163.4% | +101.8% |
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