+198.9%
HPQ vs RACE
+793.3%
-594.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -0.5% | -1.0% | +0.6% | -0.1% |
| 30D | +3.7% | -1.5% | +5.3% | +4.2% |
| 3M | +24.3% | +15.5% | +8.8% | +16.1% |
| 6M | +64.8% | +17.3% | +47.5% | +51.7% |
| YTD | +43.9% | +11.1% | +32.8% | +34.9% |
| 1Y | +11.7% | -14.3% | +25.9% | +16.2% |
| 3Y | +19.7% | +40.2% | -20.5% | -5.2% |
| 5Y | +32.2% | +92.6% | -60.3% | -12.4% |
| 10Y | +198.9% | +786.6% | -587.6% | +1.4% |
| All | +198.9% | +793.3% | -594.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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