+2,627.7%
HPQ vs RGEN
+1,577.9%
+1,049.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +3.2% | -3.3% | +6.4% | +3.3% |
| 30D | -3.6% | -5.8% | +2.2% | -3.3% |
| 3M | -5.3% | +0.2% | -5.5% | -5.5% |
| 6M | +41.1% | +56.8% | -15.6% | +37.5% |
| YTD | +36.9% | +2.4% | +34.5% | +36.0% |
| 1Y | +23.5% | +11.4% | +12.1% | +22.2% |
| 3Y | +19.6% | +15.2% | +4.4% | +17.2% |
| 5Y | +11.4% | -35.1% | +46.5% | +10.9% |
| 10Y | +160.6% | +419.6% | -259.0% | +136.6% |
| All | +2,627.7% | +1,577.9% | +1,049.8% | +2,275.9% |
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 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