-44.0%
RGEN vs HRB
+104.8%
-148.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.8% |
| 7D | -4.6% | -10.6% | +6.1% | -2.6% |
| 30D | +1.2% | -0.8% | +2.0% | +0.9% |
| 3M | +26.8% | +19.1% | +7.8% | +21.8% |
| 6M | +29.1% | +48.7% | -19.6% | +17.8% |
| YTD | +0.7% | +7.1% | -6.4% | -1.4% |
| 1Y | +39.1% | -8.3% | +47.4% | +40.7% |
| 3Y | +2.2% | +25.8% | -23.6% | -9.0% |
| 5Y | -44.0% | +111.1% | -155.1% | -52.5% |
| All | -44.0% | +104.8% | -148.8% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling