+621.7%
HPE vs RBA
+311.0%
+310.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | -2.9% | -20.5% | +17.7% | +3.1% |
| 6M | +143.6% | -18.5% | +162.1% | +156.0% |
| YTD | +118.5% | -18.2% | +136.7% | +129.2% |
| 1Y | +129.2% | -27.5% | +156.7% | +149.5% |
| 3Y | +212.5% | +38.1% | +174.4% | +176.2% |
| 5Y | +286.9% | +44.8% | +242.1% | +227.3% |
| 10Y | +432.3% | +187.1% | +245.2% | +232.2% |
| All | +621.7% | +311.0% | +310.7% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling