+621.7%
HPE vs RMD
+362.4%
+259.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -0.6% | -5.0% | +4.4% | +0.7% |
| 30D | -2.3% | +2.2% | -4.5% | -3.0% |
| 3M | -2.9% | +17.8% | -20.7% | -7.6% |
| 6M | +143.6% | -11.3% | +154.9% | +149.7% |
| YTD | +118.5% | -4.4% | +122.9% | +119.1% |
| 1Y | +129.2% | -15.7% | +144.9% | +137.8% |
| 3Y | +212.5% | +47.7% | +164.8% | +169.0% |
| 5Y | +286.9% | -19.2% | +306.1% | +289.6% |
| 10Y | +432.3% | +280.4% | +151.9% | +192.9% |
| All | +621.7% | +362.4% | +259.3% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling