+289.4%
HPE vs RSG
+57.7%
+231.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.7% | +12.5% |
| 7D | +19.4% | 0.0% | +19.4% | +19.4% |
| 30D | +5.6% | +4.0% | +1.7% | +6.0% |
| 3M | +33.1% | +7.4% | +25.7% | +33.2% |
| 6M | +192.5% | +0.1% | +192.4% | +195.8% |
| YTD | +160.9% | +6.0% | +154.9% | +162.1% |
| 1Y | +155.0% | -3.0% | +157.9% | +160.4% |
| 3Y | +289.4% | +56.5% | +232.9% | +279.2% |
| All | +289.4% | +57.7% | +231.7% | +279.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling