+155.0%
HPE vs RRC
+20.8%
+134.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.5% | +13.9% | +12.5% |
| 7D | +19.4% | -1.8% | +21.2% | +19.5% |
| 30D | +5.6% | +2.7% | +3.0% | +5.3% |
| 3M | +33.1% | +8.8% | +24.2% | +31.5% |
| 6M | +192.5% | -1.2% | +193.6% | +194.7% |
| YTD | +160.9% | +17.6% | +143.4% | +155.5% |
| 1Y | +155.0% | +18.4% | +136.5% | +154.6% |
| All | +155.0% | +20.8% | +134.2% | +154.6% |
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