+40.2%
HPQ vs RBRK
+124.5%
-84.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.5% | +10.9% | +8.7% |
| 7D | +9.8% | -7.5% | +17.3% | +10.7% |
| 30D | +22.4% | -10.4% | +32.8% | +23.4% |
| 3M | +45.2% | +21.3% | +23.9% | +40.6% |
| 6M | +96.4% | +50.6% | +45.8% | +85.3% |
| YTD | +65.4% | +13.3% | +52.1% | +60.0% |
| 1Y | +31.6% | +11.2% | +20.3% | +27.0% |
| All | +40.2% | +124.5% | -84.3% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling