+129.2%
HPE vs RRX
+14.9%
+114.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.5% |
| 7D | -0.6% | +3.4% | -4.0% | -1.9% |
| 30D | -2.3% | -11.1% | +8.8% | +2.4% |
| 3M | -2.9% | -23.7% | +20.9% | +6.5% |
| 6M | +143.6% | -22.0% | +165.6% | +160.5% |
| YTD | +118.5% | +16.5% | +102.0% | +98.8% |
| 1Y | +129.2% | +11.5% | +117.7% | +110.2% |
| All | +129.2% | +14.9% | +114.3% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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