+2,524.6%
HPQ vs RGEN
+1,689.4%
+835.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -0.9% |
| 7D | -0.6% | +3.5% | -4.1% | -0.8% |
| 30D | -6.5% | +2.9% | -9.4% | -6.6% |
| 3M | -5.1% | +9.2% | -14.3% | -5.7% |
| 6M | +27.3% | +44.9% | -17.6% | +24.5% |
| YTD | +31.7% | +9.2% | +22.5% | +30.4% |
| 1Y | +13.0% | +25.3% | -12.3% | +11.1% |
| 3Y | +18.3% | +21.7% | -3.4% | +15.6% |
| 5Y | +7.4% | -34.5% | +41.9% | +6.8% |
| 10Y | +154.8% | +478.9% | -324.1% | +130.2% |
| All | +2,524.6% | +1,689.4% | +835.2% | +2,179.0% |
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