+286.7%
HPE vs RBRK
+124.5%
+162.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.5% | +15.0% | +13.1% |
| 7D | +19.4% | -7.5% | +26.9% | +21.7% |
| 30D | +5.6% | -10.4% | +16.0% | +8.0% |
| 3M | +33.1% | +21.3% | +11.8% | +24.6% |
| 6M | +192.5% | +50.6% | +141.8% | +157.2% |
| YTD | +160.9% | +13.3% | +147.6% | +145.7% |
| 1Y | +155.0% | +11.2% | +143.7% | +138.9% |
| All | +286.7% | +124.5% | +162.2% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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