+636.8%
HLT vs RGEN
+1,222.5%
-585.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -1.5% | -4.6% | +3.1% | -0.7% |
| 30D | -1.2% | +1.2% | -2.4% | -1.5% |
| 3M | -10.3% | +26.8% | -37.2% | -14.1% |
| 6M | +1.3% | +29.1% | -27.8% | -3.6% |
| YTD | +7.0% | +0.7% | +6.3% | +5.7% |
| 1Y | +11.9% | +39.1% | -27.2% | +4.5% |
| 3Y | +100.7% | +2.2% | +98.4% | +90.2% |
| 5Y | +147.5% | -44.0% | +191.5% | +147.0% |
| 10Y | +586.5% | +412.7% | +173.8% | +365.7% |
| All | +636.8% | +1,222.5% | -585.7% | +323.7% |
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 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