+540.2%
HPE vs RBA
+189.2%
+351.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +13.6% | -1.9% | +15.5% | +14.2% |
| 30D | +7.7% | -13.0% | +20.7% | +12.2% |
| 3M | +22.4% | -23.1% | +45.5% | +31.2% |
| 6M | +172.6% | -22.6% | +195.2% | +191.2% |
| YTD | +147.5% | -20.4% | +167.9% | +161.7% |
| 1Y | +151.8% | -29.6% | +181.4% | +176.8% |
| 3Y | +267.1% | +26.6% | +240.5% | +232.5% |
| 5Y | +362.8% | +38.2% | +324.6% | +295.6% |
| 10Y | +540.2% | +194.7% | +345.4% | +272.1% |
| All | +540.2% | +189.2% | +351.0% | +272.1% |
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