+2,875.4%
HPQ vs RIO
+6,041.4%
-3,166.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | +3.7% | +5.0% | -1.2% | +2.1% |
| 3M | +24.3% | +5.1% | +19.2% | +21.9% |
| 6M | +64.8% | +17.6% | +47.1% | +55.4% |
| YTD | +43.9% | +36.3% | +7.6% | +29.1% |
| 1Y | +11.7% | +71.2% | -59.5% | -6.6% |
| 3Y | +19.7% | +102.7% | -83.0% | -5.5% |
| 5Y | +32.2% | +99.6% | -67.4% | +3.1% |
| 10Y | +198.9% | +603.1% | -404.2% | +60.7% |
| All | +2,875.4% | +6,041.4% | -3,166.0% | +712.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling