+129.2%
HPE vs RDW
+24.9%
+104.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.7% |
| 7D | -0.6% | -3.1% | +2.5% | -0.2% |
| 30D | -2.3% | -1.8% | -0.5% | -2.3% |
| 3M | -2.9% | -50.9% | +48.0% | +2.6% |
| 6M | +143.6% | +13.5% | +130.1% | +130.0% |
| YTD | +118.5% | +38.6% | +80.0% | +100.0% |
| 1Y | +129.2% | +28.3% | +100.9% | +109.0% |
| All | +129.2% | +24.9% | +104.3% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling