+71.7%
HST vs RGEN
-42.4%
+114.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -1.0% | -4.9% | +3.9% | -0.1% |
| 30D | -12.3% | +5.7% | -17.9% | -13.3% |
| 3M | -6.4% | +32.4% | -38.8% | -11.8% |
| 6M | +15.0% | +33.2% | -18.2% | +7.5% |
| YTD | +30.5% | +2.3% | +28.2% | +28.3% |
| 1Y | +35.7% | +39.0% | -3.3% | +24.9% |
| 3Y | +68.4% | -4.6% | +73.0% | +60.7% |
| All | +71.7% | -42.4% | +114.2% | +50.9% |
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 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