+388.5%
HPE vs RRC
+71.8%
+316.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +13.6% | +2.5% | +11.1% | +13.0% |
| 30D | -27.1% | +21.1% | -48.2% | -29.7% |
| 3M | -14.5% | +28.4% | -42.8% | -18.6% |
| 6M | +66.9% | +26.5% | +40.5% | +58.8% |
| YTD | +111.3% | +47.0% | +64.3% | +95.0% |
| 1Y | +117.5% | +35.2% | +82.3% | +103.5% |
| 3Y | +238.1% | +61.0% | +177.1% | +204.7% |
| 5Y | +292.4% | +133.6% | +158.8% | +219.7% |
| All | +388.5% | +71.8% | +316.7% | +253.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling