+571.9%
HPE vs RRC
+61.0%
+510.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | +7.9% | +6.4% | +1.5% | +6.7% |
| 30D | -23.5% | +23.9% | -47.4% | -26.5% |
| 3M | -19.1% | +30.2% | -49.2% | -23.0% |
| 6M | +51.4% | +26.3% | +25.1% | +44.3% |
| YTD | +103.4% | +48.1% | +55.4% | +88.1% |
| 1Y | +114.4% | +37.7% | +76.7% | +100.5% |
| 3Y | +224.7% | +60.3% | +164.4% | +194.1% |
| 5Y | +277.8% | +135.3% | +142.5% | +210.1% |
| 10Y | +371.1% | +73.3% | +297.7% | +237.8% |
| All | +571.9% | +61.0% | +510.9% | +340.6% |
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 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