+144.6%
HST vs RGEN
+457.6%
-313.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.0% |
| 30D | +14.5% | +0.1% | +14.4% | +14.4% |
| 3M | +15.4% | +6.6% | +8.8% | +13.9% |
| 6M | +22.0% | +40.9% | -18.9% | +14.8% |
| YTD | +54.9% | +6.2% | +48.7% | +51.5% |
| 1Y | +54.0% | +19.4% | +34.5% | +47.9% |
| 3Y | +90.4% | +17.9% | +72.5% | +78.4% |
| 5Y | +84.2% | -34.0% | +118.3% | +77.2% |
| 10Y | +144.6% | +453.9% | -309.3% | +77.8% |
| All | +144.6% | +457.6% | -313.0% | +77.8% |
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