+489.7%
HPE vs RRC
+6.5%
+483.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.3% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | +1.5% | +3.0% | -1.4% | +0.9% |
| 3M | +21.7% | +7.3% | +14.5% | +19.7% |
| 6M | +164.2% | +3.6% | +160.6% | +161.2% |
| YTD | +132.1% | +19.4% | +112.7% | +123.2% |
| 1Y | +130.6% | +21.4% | +109.2% | +120.5% |
| 3Y | +244.1% | +32.8% | +211.4% | +221.7% |
| 5Y | +340.8% | +152.0% | +188.8% | +256.3% |
| All | +489.7% | +6.5% | +483.2% | +347.1% |
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