+1,498.2%
HWM vs RGEN
+490.1%
+1,008.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.0% |
| 7D | +3.4% | -1.9% | +5.3% | +3.8% |
| 30D | -7.5% | +3.7% | -11.3% | -8.2% |
| 3M | -28.9% | +8.8% | -37.7% | -30.4% |
| 6M | -19.6% | +38.0% | -57.6% | -25.3% |
| YTD | +0.6% | +5.9% | -5.3% | -2.2% |
| 1Y | +0.3% | +19.7% | -19.3% | -4.8% |
| 3Y | +326.1% | +20.5% | +305.6% | +291.6% |
| 5Y | +525.2% | -35.0% | +560.2% | +504.3% |
| All | +1,498.2% | +490.1% | +1,008.1% | +786.5% |
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