+1,520.0%
HWM vs RGEN
+504.0%
+1,016.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.4% |
| 7D | +5.0% | -3.1% | +8.1% | +5.6% |
| 30D | +1.5% | +0.1% | +1.5% | +1.5% |
| 3M | -20.3% | +4.8% | -25.1% | -21.5% |
| 6M | -18.0% | +48.9% | -67.0% | -24.8% |
| YTD | +9.5% | +5.3% | +4.2% | +6.6% |
| 1Y | +7.5% | +12.5% | -5.0% | +3.2% |
| 3Y | +355.7% | +17.0% | +338.7% | +320.9% |
| 5Y | +610.2% | -35.4% | +645.6% | +587.5% |
| 10Y | +1,516.8% | +434.6% | +1,082.2% | +806.0% |
| All | +1,520.0% | +504.0% | +1,016.0% | +776.2% |
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