+942.5%
HIG vs RGEN
+15,761.6%
-14,819.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -4.9% | +2.8% | -7.7% | -5.1% |
| 3M | +6.8% | +34.5% | -27.7% | +4.7% |
| 6M | -1.7% | +40.5% | -42.1% | -4.1% |
| YTD | -0.2% | +2.8% | -3.1% | -0.9% |
| 1Y | +5.7% | +39.6% | -33.9% | +2.9% |
| 3Y | +100.3% | +4.4% | +95.9% | +95.6% |
| 5Y | +118.5% | -42.8% | +161.2% | +117.8% |
| 10Y | +309.7% | +406.7% | -97.0% | +251.8% |
| All | +942.5% | +15,761.6% | -14,819.2% | +585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling