+1,577.9%
RGEN vs HRB
+3,424.8%
-1,846.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -3.3% | -5.1% | +1.8% | -2.3% |
| 30D | -5.8% | +8.7% | -14.5% | -7.6% |
| 3M | +0.2% | -5.4% | +5.6% | +0.7% |
| 6M | +56.8% | +41.6% | +15.2% | +44.0% |
| YTD | +2.4% | +18.7% | -16.3% | -3.4% |
| 1Y | +11.4% | +16.4% | -5.0% | +5.4% |
| 3Y | +15.2% | +22.0% | -6.8% | +6.0% |
| 5Y | -35.1% | +141.2% | -176.3% | -48.8% |
| 10Y | +419.6% | +223.1% | +196.5% | +257.3% |
| All | +1,577.9% | +3,424.8% | -1,846.9% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling