+540.2%
HPE vs RL
+297.6%
+242.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.5% | +6.5% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +7.7% | -17.5% | +25.2% | +16.3% |
| 3M | +22.4% | -14.0% | +36.4% | +29.4% |
| 6M | +172.6% | -2.0% | +174.6% | +170.0% |
| YTD | +147.5% | -4.6% | +152.1% | +147.3% |
| 1Y | +151.8% | +9.5% | +142.3% | +136.4% |
| 3Y | +267.1% | +200.5% | +66.6% | +124.0% |
| 5Y | +362.8% | +226.3% | +136.5% | +164.0% |
| 10Y | +540.2% | +304.8% | +235.4% | +228.0% |
| All | +540.2% | +297.6% | +242.6% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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