+116.4%
HPE vs RRC
+44.7%
+71.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.5% | -2.1% | -5.4% |
| 7D | -17.0% | -6.8% | -10.2% | -16.6% |
| 30D | -26.7% | +34.7% | -61.5% | -27.1% |
| 3M | -4.1% | +31.5% | -35.7% | -4.9% |
| 6M | +75.4% | +21.8% | +53.6% | +76.7% |
| YTD | +111.0% | +48.9% | +62.2% | +113.0% |
| 1Y | +116.4% | +42.1% | +74.4% | +115.5% |
| All | +116.4% | +44.7% | +71.8% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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