+563.1%
HPE vs RSG
+428.9%
+134.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.7% | +12.1% |
| 7D | +19.4% | 0.0% | +19.4% | +19.5% |
| 30D | +5.6% | +4.0% | +1.7% | +3.6% |
| 3M | +33.1% | +7.4% | +25.7% | +27.3% |
| 6M | +192.5% | +0.1% | +192.4% | +188.1% |
| YTD | +160.9% | +6.0% | +154.9% | +149.1% |
| 1Y | +155.0% | -3.0% | +157.9% | +154.8% |
| 3Y | +289.4% | +56.5% | +232.9% | +181.5% |
| 5Y | +395.7% | +90.9% | +304.7% | +204.2% |
| All | +563.1% | +428.9% | +134.2% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling