+226.1%
HPQ vs RL
+297.6%
-71.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +6.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +9.7% | -17.5% | +27.3% | +17.7% |
| 3M | +32.7% | -14.0% | +46.7% | +39.2% |
| 6M | +77.7% | -2.0% | +79.7% | +75.6% |
| YTD | +51.0% | -4.6% | +55.6% | +50.3% |
| 1Y | +18.4% | +9.5% | +8.9% | +11.4% |
| 3Y | +25.6% | +200.5% | -174.9% | -22.0% |
| 5Y | +38.6% | +226.3% | -187.6% | -18.9% |
| 10Y | +226.1% | +304.8% | -78.7% | +70.3% |
| All | +226.1% | +297.6% | -71.5% | +70.3% |
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