+325.8%
HWM vs RGEN
+15.5%
+310.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.5% | +1.8% |
| 7D | +3.3% | -1.9% | +5.3% | +3.7% |
| 30D | -7.6% | +3.7% | -11.4% | -8.3% |
| 3M | -28.9% | +8.8% | -37.7% | -30.8% |
| 6M | -19.7% | +38.0% | -57.6% | -26.7% |
| YTD | +0.5% | +5.9% | -5.3% | -2.5% |
| 1Y | +0.3% | +19.7% | -19.4% | -6.0% |
| 3Y | +325.8% | +20.5% | +305.3% | +285.0% |
| All | +325.8% | +15.5% | +310.3% | +285.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling