+151.8%
HPE vs RL
+9.8%
+142.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.5% | +5.9% |
| 7D | +13.6% | -0.3% | +13.9% | +13.5% |
| 30D | +7.7% | -17.5% | +25.2% | +13.0% |
| 3M | +22.4% | -14.0% | +36.4% | +26.7% |
| 6M | +172.6% | -2.0% | +174.6% | +169.2% |
| YTD | +147.5% | -4.6% | +152.1% | +145.9% |
| 1Y | +151.8% | +9.5% | +142.3% | +134.9% |
| All | +151.8% | +9.8% | +142.0% | +134.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling