+575.2%
HLT vs RGEN
+415.7%
+159.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -5.0% | -0.3% | -4.7% | -5.1% |
| 3M | -10.4% | +23.9% | -34.3% | -13.9% |
| 6M | +3.2% | +38.5% | -35.3% | -3.0% |
| YTD | +6.7% | +0.8% | +5.9% | +5.4% |
| 1Y | +10.3% | +38.2% | -27.9% | +2.8% |
| 3Y | +99.3% | +1.3% | +98.0% | +88.8% |
| 5Y | +143.7% | -44.0% | +187.7% | +142.1% |
| All | +575.2% | +415.7% | +159.5% | +341.6% |
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