+362.8%
HPE vs RRC
+154.4%
+208.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +13.6% | -1.7% | +15.4% | +14.1% |
| 30D | +7.7% | +3.6% | +4.1% | +6.8% |
| 3M | +22.4% | +8.8% | +13.5% | +19.4% |
| 6M | +172.6% | +0.8% | +171.8% | +170.6% |
| YTD | +147.5% | +19.0% | +128.5% | +135.6% |
| 1Y | +151.8% | +22.9% | +128.9% | +136.9% |
| 3Y | +267.1% | +32.3% | +234.7% | +237.7% |
| 5Y | +362.8% | +151.6% | +211.2% | +254.3% |
| All | +362.8% | +154.4% | +208.4% | +254.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling