+269.4%
HPE vs RGEN
+2.1%
+267.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +5.5% |
| 7D | +13.6% | -4.6% | +18.2% | +14.7% |
| 30D | +7.7% | +1.2% | +6.6% | +7.3% |
| 3M | +22.4% | +26.8% | -4.5% | +15.5% |
| 6M | +172.6% | +29.1% | +143.5% | +154.4% |
| YTD | +147.5% | +0.7% | +146.8% | +144.7% |
| 1Y | +151.8% | +39.1% | +112.7% | +128.8% |
| All | +269.4% | +2.1% | +267.3% | +267.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling