+1,573.3%
HWM vs RGEN
+489.7%
+1,083.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.6% | -11.3% | -10.8% |
| 7D | -9.2% | -0.9% | -8.3% | -9.1% |
| 30D | -17.9% | +2.8% | -20.7% | -18.5% |
| 3M | -6.0% | +34.5% | -40.5% | -11.7% |
| 6M | -7.4% | +40.5% | -47.8% | -14.1% |
| YTD | +13.1% | +2.8% | +10.2% | +10.9% |
| 1Y | +29.3% | +39.6% | -10.3% | +19.2% |
| 3Y | +389.9% | +4.4% | +385.5% | +360.3% |
| 5Y | +655.5% | -42.8% | +698.3% | +646.3% |
| All | +1,573.3% | +489.7% | +1,083.6% | +811.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling