+515.6%
HPE vs RKT
-7.0%
+522.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.4% |
| 7D | -0.6% | +2.1% | -2.7% | -0.8% |
| 30D | -2.3% | +1.4% | -3.7% | -2.5% |
| 3M | -2.9% | +6.3% | -9.1% | -3.8% |
| 6M | +143.6% | -15.5% | +159.0% | +145.6% |
| YTD | +118.5% | -27.4% | +145.9% | +122.8% |
| 1Y | +129.2% | -26.6% | +155.8% | +132.9% |
| 3Y | +212.5% | +41.2% | +171.3% | +191.0% |
| 5Y | +286.9% | -6.4% | +293.3% | +256.1% |
| All | +515.6% | -7.0% | +522.6% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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