+621.7%
HPE vs RRC
+30.2%
+591.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -0.6% | +1.3% | -1.9% | -0.8% |
| 30D | -2.3% | +10.1% | -12.4% | -4.0% |
| 3M | -2.9% | +4.0% | -6.9% | -3.8% |
| 6M | +143.6% | +1.6% | +142.0% | +141.8% |
| YTD | +118.5% | +19.7% | +98.8% | +110.4% |
| 1Y | +129.2% | +21.4% | +107.8% | +119.6% |
| 3Y | +212.5% | +29.7% | +182.9% | +194.1% |
| 5Y | +286.9% | +153.9% | +133.0% | +214.8% |
| 10Y | +432.3% | +10.8% | +421.5% | +307.7% |
| All | +621.7% | +30.2% | +591.5% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling