+114.4%
HPE vs RL
+15.3%
+99.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.5% |
| 7D | +7.9% | +2.6% | +5.3% | +7.3% |
| 30D | -23.5% | +2.9% | -26.4% | -23.5% |
| 3M | -19.1% | 0.0% | -19.1% | -18.4% |
| 6M | +51.4% | +17.1% | +34.3% | +45.5% |
| YTD | +103.4% | +10.1% | +93.3% | +97.6% |
| 1Y | +114.4% | +17.3% | +97.1% | +103.5% |
| All | +114.4% | +15.3% | +99.1% | +103.5% |
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