+621.7%
HPE vs RGEN
+456.6%
+165.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.3% |
| 7D | -0.6% | -4.9% | +4.3% | +0.2% |
| 30D | -2.3% | +5.7% | -8.0% | -3.3% |
| 3M | -2.9% | +32.4% | -35.3% | -8.1% |
| 6M | +143.6% | +33.2% | +110.4% | +129.0% |
| YTD | +118.5% | +2.3% | +116.2% | +115.1% |
| 1Y | +129.2% | +39.0% | +90.2% | +112.7% |
| 3Y | +212.5% | -4.6% | +217.2% | +200.1% |
| 5Y | +286.9% | -42.7% | +329.6% | +284.4% |
| 10Y | +432.3% | +433.6% | -1.2% | +232.9% |
| All | +621.7% | +456.6% | +165.1% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling