+238.2%
HL vs RGEN
-44.2%
+282.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -5.6% | -2.9% | -2.7% | -4.9% |
| 30D | +12.7% | -0.1% | +12.8% | +13.0% |
| 3M | +42.5% | +25.9% | +16.6% | +34.6% |
| 6M | -9.0% | +35.2% | -44.2% | -16.2% |
| YTD | +4.4% | +0.5% | +3.9% | +3.6% |
| 1Y | +82.7% | +37.0% | +45.7% | +69.0% |
| 3Y | +406.3% | +2.0% | +404.3% | +382.3% |
| 5Y | +238.2% | -44.2% | +282.3% | +219.4% |
| All | +238.2% | -44.2% | +282.4% | +219.4% |
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