+16.1%
HPQ vs RDW
-11.3%
+27.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.8% | +18.2% | -0.9% |
| 7D | -7.5% | -32.4% | +24.9% | -6.3% |
| 30D | -7.2% | -41.7% | +34.5% | -5.5% |
| 3M | +4.2% | -42.3% | +46.5% | +6.0% |
| 6M | +42.3% | -28.8% | +71.0% | +39.7% |
| YTD | +37.2% | -18.6% | +55.8% | +31.2% |
| 1Y | +16.1% | -15.2% | +31.3% | +10.9% |
| All | +16.1% | -11.3% | +27.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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