+155.0%
HPE vs RNG
+128.1%
+26.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.5% |
| 7D | +19.4% | -6.1% | +25.5% | +19.9% |
| 30D | +5.6% | +9.6% | -4.0% | +4.9% |
| 3M | +33.1% | +83.3% | -50.3% | +25.8% |
| 6M | +192.5% | +77.9% | +114.5% | +176.2% |
| YTD | +160.9% | +139.9% | +21.0% | +131.7% |
| 1Y | +155.0% | +121.7% | +33.3% | +125.2% |
| All | +155.0% | +128.1% | +26.9% | +125.2% |
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