+19.6%
HPQ vs RMD
+69.3%
-49.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +3.2% | +2.1% | +1.1% | +2.6% |
| 30D | -3.6% | +2.1% | -5.7% | -3.8% |
| 3M | -5.3% | +6.2% | -11.5% | -6.3% |
| 6M | +41.1% | +19.4% | +21.8% | +35.1% |
| YTD | +36.9% | +0.5% | +36.3% | +36.6% |
| 1Y | +23.5% | -3.9% | +27.5% | +24.9% |
| 3Y | +19.6% | +72.5% | -53.0% | +12.8% |
| All | +19.6% | +69.3% | -49.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling