+9.6%
HPQ vs RGEN
-37.9%
+47.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.3% |
| 7D | -1.9% | -1.2% | -0.7% | -1.8% |
| 30D | -5.7% | -5.1% | -0.6% | -4.9% |
| 3M | -0.4% | +0.5% | -0.9% | -1.4% |
| 6M | +40.0% | +46.6% | -6.6% | +28.1% |
| YTD | +34.6% | +1.6% | +33.0% | +31.6% |
| 1Y | +20.4% | +5.4% | +15.0% | +16.8% |
| 3Y | +18.3% | +12.8% | +5.5% | +8.6% |
| 5Y | +9.6% | -35.6% | +45.2% | -2.7% |
| All | +9.6% | -37.9% | +47.5% | -2.7% |
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