+340.8%
HPE vs RGEN
-44.2%
+385.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +21.7% | +25.9% | -4.2% | +15.6% |
| 6M | +164.2% | +35.2% | +128.9% | +145.7% |
| YTD | +132.1% | +0.5% | +131.6% | +129.0% |
| 1Y | +130.6% | +37.0% | +93.7% | +112.6% |
| 3Y | +244.1% | +2.0% | +242.1% | +225.5% |
| 5Y | +340.8% | -44.2% | +385.0% | +285.5% |
| All | +340.8% | -44.2% | +385.0% | +285.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling