+77.6%
HL vs RGEN
+38.7%
+38.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | -1.4% | -2.9% | -3.8% |
| 30D | +9.3% | -0.3% | +9.6% | +9.8% |
| 3M | +32.0% | +23.9% | +8.1% | +23.0% |
| 6M | -6.4% | +38.5% | -45.0% | -18.5% |
| YTD | +3.1% | +0.8% | +2.3% | +7.0% |
| 1Y | +77.6% | +38.2% | +39.3% | +74.7% |
| All | +77.6% | +38.7% | +38.9% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling