+59.1%
HL vs RGEN
+1,576.0%
-1,516.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | +1.5% | -4.9% | +6.4% | +1.8% |
| 30D | +25.1% | +5.7% | +19.4% | +24.7% |
| 3M | +22.9% | +32.4% | -9.5% | +20.8% |
| 6M | -4.9% | +33.2% | -38.1% | -6.8% |
| YTD | +7.8% | +2.3% | +5.5% | +7.5% |
| 1Y | +133.9% | +39.0% | +94.9% | +128.9% |
| 3Y | +380.9% | -4.6% | +385.5% | +376.7% |
| 5Y | +230.2% | -42.7% | +272.9% | +232.7% |
| 10Y | +265.6% | +433.6% | -168.0% | +228.8% |
| All | +59.1% | +1,576.0% | -1,516.9% | +22.4% |
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 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