+250.6%
HPE vs RBA
+47.6%
+203.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.5% |
| 7D | -7.1% | +2.5% | -9.6% | -7.7% |
| 30D | -35.3% | +11.6% | -46.9% | -37.3% |
| 3M | -10.4% | +1.5% | -12.0% | -11.2% |
| 6M | +52.5% | -6.6% | +59.1% | +53.2% |
| YTD | +100.3% | -6.3% | +106.5% | +100.7% |
| 1Y | +106.4% | -4.0% | +110.3% | +105.3% |
| 3Y | +227.4% | +47.3% | +180.1% | +190.8% |
| 5Y | +250.6% | +47.7% | +202.9% | +209.2% |
| All | +250.6% | +47.6% | +203.0% | +209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling