+21.3%
HPQ vs RBRK
+62.9%
-41.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.7% | +5.7% |
| 7D | -7.8% | -12.5% | +4.7% | -6.7% |
| 30D | -4.9% | -3.0% | -1.9% | -4.5% |
| 3M | +4.9% | +46.9% | -42.1% | +0.4% |
| 6M | +47.1% | +105.4% | -58.3% | +36.7% |
| YTD | +39.5% | +55.6% | -16.1% | +27.0% |
| 1Y | +21.3% | +63.9% | -42.6% | +10.7% |
| All | +21.3% | +62.9% | -41.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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