+269.4%
HPE vs RRC
+31.0%
+238.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +13.6% | -1.7% | +15.4% | +14.2% |
| 30D | +7.7% | +3.6% | +4.1% | +6.4% |
| 3M | +22.4% | +8.8% | +13.5% | +18.3% |
| 6M | +172.6% | +0.8% | +171.8% | +170.1% |
| YTD | +147.5% | +19.0% | +128.5% | +130.5% |
| 1Y | +151.8% | +22.9% | +128.9% | +129.7% |
| All | +269.4% | +31.0% | +238.4% | +228.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling