+227.4%
HPE vs RL
+254.6%
-27.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.4% | +3.7% |
| 7D | -7.1% | +0.2% | -7.4% | -7.1% |
| 30D | -35.3% | +7.3% | -42.6% | -37.2% |
| 3M | -10.4% | +1.0% | -11.5% | -11.1% |
| 6M | +52.5% | +11.8% | +40.7% | +43.0% |
| YTD | +100.3% | +13.6% | +86.7% | +84.7% |
| 1Y | +106.4% | +24.0% | +82.3% | +81.2% |
| 3Y | +227.4% | +256.6% | -29.2% | +65.8% |
| All | +227.4% | +254.6% | -27.2% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling