+343.8%
HPE vs RL
+241.4%
+102.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.9% | +8.2% |
| 7D | +10.1% | +1.9% | +8.3% | +9.2% |
| 30D | +5.3% | -12.2% | +17.5% | +11.2% |
| 3M | +12.7% | -6.6% | +19.3% | +15.2% |
| 6M | +167.7% | +3.2% | +164.5% | +159.0% |
| YTD | +135.5% | -1.3% | +136.7% | +131.7% |
| 1Y | +143.4% | +13.6% | +129.8% | +123.2% |
| 3Y | +249.2% | +210.9% | +38.3% | +101.7% |
| 5Y | +343.8% | +246.9% | +97.0% | +130.7% |
| All | +343.8% | +241.4% | +102.4% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling