+31.6%
HPQ vs RIO
+69.4%
-37.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.4% |
| 7D | +9.8% | -3.2% | +13.0% | +10.0% |
| 30D | +22.4% | +0.9% | +21.4% | +22.1% |
| 3M | +45.2% | -1.4% | +46.6% | +46.0% |
| 6M | +96.4% | +10.9% | +85.5% | +93.4% |
| YTD | +65.4% | +31.2% | +34.2% | +51.0% |
| 1Y | +31.6% | +67.9% | -36.3% | +6.7% |
| All | +31.6% | +69.4% | -37.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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