+151.9%
HPQ vs RL
+342.1%
-190.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.9% | +2.4% | -4.3% | -2.8% |
| 30D | -5.7% | +4.6% | -10.3% | -7.4% |
| 3M | -0.4% | -1.1% | +0.7% | -0.6% |
| 6M | +40.0% | +16.5% | +23.5% | +29.9% |
| YTD | +34.6% | +11.4% | +23.2% | +26.0% |
| 1Y | +20.4% | +16.1% | +4.3% | +10.7% |
| 3Y | +18.3% | +252.6% | -234.3% | -30.9% |
| 5Y | +9.6% | +244.9% | -235.3% | -37.3% |
| All | +151.9% | +342.1% | -190.3% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling