+114.4%
HPE vs RGEN
+8.1%
+106.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | +7.9% | -3.3% | +11.1% | +8.3% |
| 30D | -23.5% | -5.8% | -17.6% | -22.7% |
| 3M | -19.1% | +0.2% | -19.2% | -18.9% |
| 6M | +51.4% | +56.8% | -5.4% | +41.1% |
| YTD | +103.4% | +2.4% | +101.0% | +116.9% |
| 1Y | +114.4% | +11.4% | +103.0% | +119.3% |
| All | +114.4% | +8.1% | +106.3% | +119.3% |
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