+677.7%
HPE vs RNG
+262.8%
+414.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.4% | +12.1% | +8.4% |
| 7D | +10.1% | -0.8% | +11.0% | +10.2% |
| 30D | +5.3% | +11.4% | -6.1% | +3.5% |
| 3M | +12.7% | +72.1% | -59.4% | +2.7% |
| 6M | +167.7% | +67.9% | +99.7% | +143.0% |
| YTD | +135.5% | +144.3% | -8.9% | +98.9% |
| 1Y | +143.4% | +117.5% | +25.9% | +109.0% |
| 3Y | +249.2% | +123.9% | +125.3% | +190.8% |
| 5Y | +343.8% | -70.1% | +413.9% | +356.0% |
| 10Y | +495.9% | +215.9% | +280.0% | +225.2% |
| All | +677.7% | +262.8% | +414.8% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling