+340.8%
HPE vs RIO
+90.3%
+250.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.2% | -2.1% | -4.5% |
| 7D | +1.4% | -3.4% | +4.8% | +3.0% |
| 30D | +1.5% | +0.6% | +1.0% | +1.2% |
| 3M | +21.7% | +2.5% | +19.2% | +20.2% |
| 6M | +164.2% | +10.8% | +153.4% | +153.5% |
| YTD | +132.1% | +30.5% | +101.6% | +107.9% |
| 1Y | +130.6% | +68.1% | +62.5% | +86.7% |
| 3Y | +244.1% | +94.0% | +150.1% | +159.3% |
| 5Y | +340.8% | +92.0% | +248.8% | +223.7% |
| All | +340.8% | +90.3% | +250.5% | +223.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling