+489.7%
HPE vs RGEN
+414.1%
+75.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.9% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +21.7% | +25.9% | -4.2% | +16.1% |
| 6M | +164.2% | +35.2% | +128.9% | +147.4% |
| YTD | +132.1% | +0.5% | +131.6% | +129.0% |
| 1Y | +130.6% | +37.0% | +93.7% | +114.3% |
| 3Y | +244.1% | +2.0% | +242.1% | +226.9% |
| 5Y | +340.8% | -44.2% | +385.0% | +338.7% |
| All | +489.7% | +414.1% | +75.6% | +254.5% |
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 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