+566.9%
HPE vs RL
+323.8%
+243.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -9.7% | +1.3% | -11.1% | -10.1% |
| 30D | -34.8% | +7.6% | -42.4% | -36.7% |
| 3M | -12.1% | -1.5% | -10.6% | -12.0% |
| 6M | +53.7% | +12.1% | +41.6% | +44.7% |
| YTD | +101.9% | +13.9% | +88.0% | +87.8% |
| 1Y | +104.3% | +20.7% | +83.7% | +85.3% |
| 3Y | +223.1% | +260.6% | -37.5% | +87.8% |
| 5Y | +249.2% | +248.9% | +0.3% | +99.8% |
| 10Y | +372.4% | +355.9% | +16.5% | +129.8% |
| All | +566.9% | +323.8% | +243.1% | +214.3% |
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