+599.2%
HPE vs RL
+317.9%
+281.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.4% |
| 7D | +0.3% | -4.4% | +4.7% | +2.3% |
| 30D | -28.6% | +5.6% | -34.1% | -30.1% |
| 3M | -7.4% | -0.6% | -6.7% | -7.6% |
| 6M | +63.7% | +15.5% | +48.2% | +52.2% |
| YTD | +111.7% | +12.3% | +99.4% | +97.9% |
| 1Y | +123.5% | +19.3% | +104.2% | +103.5% |
| 3Y | +238.7% | +255.5% | -16.9% | +97.9% |
| 5Y | +261.0% | +247.1% | +14.0% | +107.0% |
| 10Y | +390.2% | +346.0% | +44.2% | +140.1% |
| All | +599.2% | +317.9% | +281.2% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling