+256.9%
HL vs RGEN
+415.7%
-158.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | -1.4% | -2.9% | -4.0% |
| 30D | +9.3% | -0.3% | +9.6% | +9.6% |
| 3M | +32.0% | +23.9% | +8.1% | +25.0% |
| 6M | -6.4% | +38.5% | -45.0% | -14.4% |
| YTD | +3.1% | +0.8% | +2.3% | +2.2% |
| 1Y | +77.6% | +38.2% | +39.3% | +63.2% |
| 3Y | +392.8% | +1.3% | +391.5% | +366.0% |
| 5Y | +234.1% | -44.0% | +278.1% | +244.1% |
| All | +256.9% | +415.7% | -158.8% | +144.7% |
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