+1,511.7%
HST vs RGEN
+1,634.9%
-123.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | -2.7% | -1.9% | -0.7% | -2.6% |
| 30D | +10.7% | +3.7% | +7.0% | +10.4% |
| 3M | +6.3% | +8.8% | -2.6% | +5.5% |
| 6M | +19.0% | +38.0% | -19.0% | +16.1% |
| YTD | +47.0% | +5.9% | +41.2% | +45.7% |
| 1Y | +53.4% | +19.7% | +33.8% | +50.9% |
| 3Y | +78.0% | +20.5% | +57.5% | +73.2% |
| 5Y | +71.7% | -35.0% | +106.7% | +71.0% |
| 10Y | +146.2% | +540.9% | -394.7% | +110.8% |
| All | +1,511.7% | +1,634.9% | -123.2% | +887.0% |
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