+18.0%
HPQ vs RBA
+64.0%
-46.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -3.2% | +0.6% | -3.9% | -3.4% |
| 30D | -3.0% | +9.0% | -12.0% | -5.8% |
| 3M | +0.6% | +7.2% | -6.6% | -1.9% |
| 6M | +36.6% | -7.8% | +44.3% | +38.4% |
| YTD | +35.0% | -6.4% | +41.4% | +35.1% |
| 1Y | +23.1% | -4.2% | +27.2% | +22.2% |
| All | +18.0% | +64.0% | -46.1% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling