+224.1%
HPE vs RBA
+31.7%
+192.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | -2.9% | +2.3% | +0.3% |
| 30D | -2.3% | -12.3% | +10.0% | +1.4% |
| 3M | -2.9% | -20.5% | +17.7% | +2.6% |
| 6M | +143.6% | -18.5% | +162.1% | +154.2% |
| YTD | +118.5% | -18.2% | +136.7% | +127.9% |
| 1Y | +129.2% | -27.5% | +156.7% | +149.1% |
| All | +224.1% | +31.7% | +192.4% | +209.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling