+38.5%
HPQ vs RBA
+47.5%
-9.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +6.9% | -2.9% | +9.9% | +7.9% |
| 30D | +14.4% | -12.3% | +26.7% | +19.0% |
| 3M | +25.6% | -20.5% | +46.1% | +33.6% |
| 6M | +75.0% | -18.5% | +93.6% | +84.2% |
| YTD | +50.7% | -18.2% | +68.9% | +58.0% |
| 1Y | +18.7% | -27.5% | +46.2% | +28.9% |
| 3Y | +21.5% | +38.1% | -16.6% | +9.2% |
| All | +38.5% | +47.5% | -9.1% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling