+51.0%
HPQ vs RDW
-9.1%
+60.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.3% | +10.7% | +8.6% |
| 7D | +9.8% | +0.9% | +8.9% | +9.6% |
| 30D | +22.4% | -21.3% | +43.6% | +24.4% |
| 3M | +45.2% | -37.9% | +83.0% | +49.5% |
| 6M | +96.4% | +12.3% | +84.2% | +88.5% |
| YTD | +65.4% | +39.7% | +25.7% | +53.0% |
| 1Y | +31.6% | +25.7% | +5.9% | +21.5% |
| 3Y | +37.0% | +230.8% | -193.8% | +6.4% |
| All | +51.0% | -9.1% | +60.0% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling