+289.4%
HPE vs RRX
+5.4%
+284.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.7% | +8.8% | +10.8% |
| 7D | +19.4% | -0.3% | +19.8% | +19.7% |
| 30D | +5.6% | -6.1% | +11.7% | +8.6% |
| 3M | +33.1% | -23.1% | +56.1% | +46.5% |
| 6M | +192.5% | -19.5% | +212.0% | +213.6% |
| YTD | +160.9% | +16.1% | +144.9% | +136.0% |
| 1Y | +155.0% | +12.9% | +142.0% | +132.2% |
| 3Y | +289.4% | +7.9% | +281.5% | +262.1% |
| All | +289.4% | +5.4% | +284.0% | +262.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling