+116.4%
HPE vs RNG
+179.4%
-63.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.7% |
| 7D | -17.0% | -9.6% | -7.4% | -16.4% |
| 30D | -26.7% | -1.4% | -25.3% | -26.5% |
| 3M | -4.1% | +28.8% | -32.9% | -5.3% |
| 6M | +75.4% | +65.6% | +9.8% | +69.9% |
| YTD | +111.0% | +171.4% | -60.4% | +89.0% |
| 1Y | +116.4% | +185.3% | -68.9% | +82.5% |
| All | +116.4% | +179.4% | -63.0% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling