+717.5%
HPE vs RSG
+523.9%
+193.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | +13.6% | 0.0% | +13.7% | +13.7% |
| 30D | +7.7% | +3.7% | +4.1% | +5.7% |
| 3M | +22.4% | +6.2% | +16.2% | +17.5% |
| 6M | +172.6% | -2.8% | +175.4% | +172.7% |
| YTD | +147.5% | +5.9% | +141.6% | +135.9% |
| 1Y | +151.8% | -1.8% | +153.5% | +149.5% |
| 3Y | +267.1% | +57.5% | +209.6% | +162.0% |
| 5Y | +362.8% | +91.1% | +271.7% | +180.7% |
| 10Y | +540.2% | +428.1% | +112.1% | +78.7% |
| All | +717.5% | +523.9% | +193.5% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling