+122.6%
HST vs RGEN
+411.3%
-288.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.5% |
| 7D | +3.6% | -1.2% | +4.8% | +3.8% |
| 30D | +9.9% | -5.1% | +15.0% | +10.7% |
| 3M | +12.9% | +0.5% | +12.4% | +12.4% |
| 6M | +22.9% | +46.6% | -23.7% | +14.9% |
| YTD | +52.4% | +1.6% | +50.8% | +50.1% |
| 1Y | +52.5% | +5.4% | +47.2% | +49.3% |
| 3Y | +87.4% | +12.8% | +74.6% | +76.8% |
| 5Y | +82.9% | -35.6% | +118.5% | +76.7% |
| All | +122.6% | +411.3% | -288.7% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling