+154.8%
HPQ vs RACE
+738.3%
-583.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -0.6% | +3.9% | -4.6% | -2.2% |
| 30D | -6.5% | +7.4% | -13.9% | -9.2% |
| 3M | -5.1% | +1.6% | -6.7% | -6.0% |
| 6M | +27.3% | +23.3% | +4.0% | +15.4% |
| YTD | +31.7% | +14.7% | +17.0% | +21.8% |
| 1Y | +13.0% | +2.5% | +10.4% | +9.7% |
| 3Y | +18.3% | +28.0% | -9.7% | -1.5% |
| 5Y | +7.4% | +69.8% | -62.4% | -24.3% |
| 10Y | +154.8% | +734.9% | -580.1% | -8.8% |
| All | +154.8% | +738.3% | -583.5% | -8.8% |
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