+16.1%
HPQ vs RGEN
+15.1%
+1.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -1.4% |
| 7D | -7.5% | -10.7% | +3.2% | -7.1% |
| 30D | -7.2% | -3.6% | -3.6% | -6.7% |
| 3M | +4.2% | +6.2% | -2.0% | +3.2% |
| 6M | +42.3% | +34.1% | +8.1% | +36.4% |
| YTD | +37.2% | +2.8% | +34.4% | +38.9% |
| 1Y | +16.1% | +15.5% | +0.6% | +13.9% |
| All | +16.1% | +15.1% | +1.1% | +13.9% |
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