+1,576.0%
RGEN vs HRB
+3,357.9%
-1,781.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.4% |
| 7D | -4.9% | -5.7% | +0.7% | -3.8% |
| 30D | +5.7% | +7.9% | -2.2% | +3.7% |
| 3M | +32.4% | +32.1% | +0.3% | +24.2% |
| 6M | +33.2% | +62.2% | -29.1% | +18.5% |
| YTD | +2.3% | +16.4% | -14.1% | -2.7% |
| 1Y | +39.0% | -0.3% | +39.3% | +36.3% |
| 3Y | -4.6% | +36.0% | -40.7% | -13.8% |
| 5Y | -42.7% | +125.2% | -167.9% | -54.0% |
| 10Y | +433.6% | +237.7% | +195.9% | +264.7% |
| All | +1,576.0% | +3,357.9% | -1,781.9% | +426.7% |
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