+155.0%
HPE vs RGTI
-5.4%
+160.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +12.3% |
| 7D | +19.4% | +0.5% | +18.9% | +19.3% |
| 30D | +5.6% | -17.1% | +22.7% | +8.7% |
| 3M | +33.1% | -26.0% | +59.0% | +37.9% |
| 6M | +192.5% | -9.9% | +202.3% | +194.2% |
| YTD | +160.9% | -31.1% | +192.0% | +166.0% |
| 1Y | +155.0% | -8.5% | +163.5% | +203.6% |
| All | +155.0% | -5.4% | +160.4% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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