+32.2%
HPQ vs RL
+241.4%
-209.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.1% |
| 7D | -0.5% | +1.9% | -2.4% | -1.2% |
| 30D | +3.7% | -12.2% | +15.9% | +9.0% |
| 3M | +24.3% | -6.6% | +31.0% | +26.4% |
| 6M | +64.8% | +3.2% | +61.6% | +59.1% |
| YTD | +43.9% | -1.3% | +45.2% | +41.1% |
| 1Y | +11.7% | +13.6% | -1.9% | +2.5% |
| 3Y | +19.7% | +210.9% | -191.2% | -31.6% |
| 5Y | +32.2% | +246.9% | -214.6% | -32.9% |
| All | +32.2% | +241.4% | -209.2% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling