+0.8%
HL vs RGEN
+1,577.9%
-1,577.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -1.9% |
| 7D | -11.1% | -3.3% | -7.8% | -10.9% |
| 30D | -12.1% | -5.8% | -6.2% | -11.7% |
| 3M | -26.1% | +0.2% | -26.3% | -26.1% |
| 6M | -37.7% | +56.8% | -94.5% | -39.5% |
| YTD | -31.7% | +2.4% | -34.1% | -31.9% |
| 1Y | -11.6% | +11.4% | -23.1% | -12.4% |
| 3Y | +249.6% | +15.2% | +234.5% | +243.4% |
| 5Y | +108.5% | -35.1% | +143.6% | +108.8% |
| 10Y | +127.0% | +419.6% | -292.7% | +104.3% |
| All | +0.8% | +1,577.9% | -1,577.1% | -22.5% |
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