+677.7%
HPE vs RIO
+513.4%
+164.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.5% | +7.2% | +7.5% |
| 7D | +10.1% | +1.9% | +8.2% | +9.2% |
| 30D | +5.3% | +5.0% | +0.3% | +2.8% |
| 3M | +12.7% | +5.1% | +7.5% | +9.9% |
| 6M | +167.7% | +17.6% | +150.0% | +148.4% |
| YTD | +135.5% | +36.3% | +99.2% | +103.7% |
| 1Y | +143.4% | +71.2% | +72.2% | +90.0% |
| 3Y | +249.2% | +102.7% | +146.5% | +149.0% |
| 5Y | +343.8% | +99.6% | +244.3% | +207.5% |
| 10Y | +495.9% | +603.1% | -107.2% | +139.9% |
| All | +677.7% | +513.4% | +164.2% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling