+116.4%
HPE vs RGEN
+19.5%
+96.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.6% | -5.7% |
| 7D | -17.0% | -3.5% | -13.5% | -16.7% |
| 30D | -26.7% | -6.0% | -20.8% | -26.4% |
| 3M | -4.1% | +19.0% | -23.1% | -5.7% |
| 6M | +75.4% | +50.7% | +24.7% | +66.3% |
| YTD | +111.0% | +8.8% | +102.3% | +118.5% |
| 1Y | +116.4% | +21.3% | +95.2% | +115.7% |
| All | +116.4% | +19.5% | +96.9% | +115.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling