+717.5%
HPE vs RRX
+219.6%
+497.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +6.4% |
| 7D | +13.6% | -0.7% | +14.4% | +14.0% |
| 30D | +7.7% | -8.0% | +15.7% | +12.3% |
| 3M | +22.4% | -25.1% | +47.4% | +38.7% |
| 6M | +172.6% | -18.3% | +190.9% | +192.6% |
| YTD | +147.5% | +14.2% | +133.4% | +120.7% |
| 1Y | +151.8% | +13.0% | +138.7% | +124.0% |
| 3Y | +267.1% | +4.2% | +262.9% | +220.9% |
| 5Y | +362.8% | +17.9% | +344.9% | +260.9% |
| 10Y | +540.2% | +220.4% | +319.7% | +155.6% |
| All | +717.5% | +219.6% | +497.9% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling