+340.8%
HPE vs RNG
-70.1%
+410.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.4% | -6.1% |
| 7D | +1.4% | -9.6% | +11.0% | +2.9% |
| 30D | +1.5% | +8.8% | -7.3% | +0.2% |
| 3M | +21.7% | +78.6% | -56.9% | +10.4% |
| 6M | +164.2% | +70.3% | +93.9% | +139.4% |
| YTD | +132.1% | +140.3% | -8.3% | +96.1% |
| 1Y | +130.6% | +126.6% | +4.0% | +96.4% |
| 3Y | +244.1% | +120.2% | +123.9% | +186.3% |
| 5Y | +340.8% | -68.3% | +409.1% | +303.4% |
| All | +340.8% | -70.1% | +410.9% | +303.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling