+38.6%
HPQ vs RGEN
-44.3%
+82.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.3% |
| 7D | +2.2% | -4.6% | +6.8% | +3.1% |
| 30D | +9.7% | +1.2% | +8.6% | +9.2% |
| 3M | +32.7% | +26.8% | +5.9% | +26.0% |
| 6M | +77.7% | +29.1% | +48.7% | +67.1% |
| YTD | +51.0% | +0.7% | +50.3% | +48.8% |
| 1Y | +18.4% | +39.1% | -20.7% | +8.9% |
| 3Y | +25.6% | +2.2% | +23.3% | +18.0% |
| 5Y | +38.6% | -44.0% | +82.6% | +24.4% |
| All | +38.6% | -44.3% | +82.9% | +24.4% |
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