+18.4%
HPQ vs RBA
-29.1%
+47.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | +2.2% | -1.9% | +4.1% | +2.8% |
| 30D | +9.7% | -13.0% | +22.7% | +14.0% |
| 3M | +32.7% | -23.1% | +55.8% | +41.3% |
| 6M | +77.7% | -22.6% | +100.3% | +88.3% |
| YTD | +51.0% | -20.4% | +71.4% | +56.5% |
| 1Y | +18.4% | -29.6% | +48.0% | +30.1% |
| All | +18.4% | -29.1% | +47.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling