+362.8%
HPE vs RMD
-22.9%
+385.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +13.6% | -4.7% | +18.4% | +14.6% |
| 30D | +7.7% | +0.2% | +7.5% | +7.5% |
| 3M | +22.4% | +12.0% | +10.4% | +19.0% |
| 6M | +172.6% | -12.5% | +185.1% | +180.7% |
| YTD | +147.5% | -7.9% | +155.5% | +151.6% |
| 1Y | +151.8% | -20.4% | +172.2% | +165.0% |
| 3Y | +267.1% | +53.1% | +213.9% | +223.5% |
| 5Y | +362.8% | -22.1% | +384.9% | +294.5% |
| All | +362.8% | -22.9% | +385.7% | +294.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling