+370.3%
HPE vs RMD
+347.3%
+22.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +7.9% | +2.1% | +5.8% | +7.4% |
| 30D | -23.5% | +2.1% | -25.6% | -24.0% |
| 3M | -19.1% | +6.2% | -25.3% | -20.6% |
| 6M | +51.4% | +19.4% | +32.0% | +42.9% |
| YTD | +103.4% | +0.5% | +102.9% | +100.9% |
| 1Y | +114.4% | -3.9% | +118.3% | +114.2% |
| 3Y | +224.7% | +72.5% | +152.1% | +170.8% |
| 5Y | +277.8% | -1.5% | +279.3% | +259.7% |
| All | +370.3% | +347.3% | +22.9% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling