+563.1%
HPE vs RIO
+608.6%
-45.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.9% | +12.2% |
| 7D | +19.4% | -3.2% | +22.6% | +21.4% |
| 30D | +5.6% | +0.9% | +4.7% | +5.0% |
| 3M | +33.1% | -1.4% | +34.5% | +33.7% |
| 6M | +192.5% | +10.9% | +181.5% | +178.4% |
| YTD | +160.9% | +31.2% | +129.7% | +128.7% |
| 1Y | +155.0% | +67.9% | +87.0% | +99.1% |
| 3Y | +289.4% | +88.8% | +200.6% | +183.2% |
| 5Y | +395.7% | +93.1% | +302.5% | +243.0% |
| All | +563.1% | +608.6% | -45.5% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling