+251.4%
HPE vs RMD
+51.8%
+199.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +10.9% | +8.2% |
| 7D | +10.1% | -4.5% | +14.6% | +10.8% |
| 30D | +5.3% | +4.6% | +0.7% | +4.5% |
| 3M | +12.7% | +14.8% | -2.1% | +9.8% |
| 6M | +167.7% | -12.1% | +179.7% | +177.5% |
| YTD | +135.5% | -7.5% | +142.9% | +141.0% |
| 1Y | +143.4% | -20.1% | +163.5% | +157.8% |
| All | +251.4% | +51.8% | +199.6% | +225.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling