+63.7%
HPE vs RBA
-6.5%
+70.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | -28.6% | +9.0% | -37.5% | -27.9% |
| 3M | -7.4% | +7.2% | -14.5% | -6.9% |
| 6M | +63.7% | -7.8% | +71.4% | +62.7% |
| All | +63.7% | -6.5% | +70.2% | +62.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling