+390.2%
HPE vs RBA
+209.3%
+180.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -28.6% | +9.0% | -37.5% | -30.6% |
| 3M | -7.4% | +7.2% | -14.5% | -9.8% |
| 6M | +63.7% | -7.8% | +71.4% | +65.2% |
| YTD | +111.7% | -6.4% | +118.1% | +112.2% |
| 1Y | +123.5% | -4.2% | +127.7% | +122.4% |
| 3Y | +238.7% | +64.1% | +174.6% | +183.4% |
| 5Y | +261.0% | +48.4% | +212.6% | +202.7% |
| 10Y | +390.2% | +209.9% | +180.3% | +182.1% |
| All | +390.2% | +209.3% | +180.9% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling