+20.0%
HPQ vs RL
+9.0%
+11.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +5.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +9.7% | -17.5% | +27.3% | +13.6% |
| 3M | +32.7% | -14.0% | +46.7% | +35.8% |
| 6M | +77.7% | -2.0% | +79.7% | +74.1% |
| YTD | +51.0% | -4.6% | +55.6% | +48.0% |
| All | +20.0% | +9.0% | +11.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling