+1,330.6%
HST vs RGEN
+1,576.0%
-245.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -1.0% | -4.9% | +3.9% | -0.7% |
| 30D | -12.3% | +5.7% | -17.9% | -12.6% |
| 3M | -6.4% | +32.4% | -38.8% | -8.2% |
| 6M | +15.0% | +33.2% | -18.2% | +12.5% |
| YTD | +30.5% | +2.3% | +28.2% | +29.8% |
| 1Y | +35.7% | +39.0% | -3.3% | +32.1% |
| 3Y | +68.4% | -4.6% | +73.0% | +66.0% |
| 5Y | +73.1% | -42.7% | +115.8% | +73.8% |
| 10Y | +92.7% | +433.6% | -340.9% | +66.9% |
| All | +1,330.6% | +1,576.0% | -245.4% | +779.0% |
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