+38.6%
HPQ vs RMD
-22.9%
+61.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +2.2% | -4.7% | +7.0% | +3.5% |
| 30D | +9.7% | +0.2% | +9.5% | +9.6% |
| 3M | +32.7% | +12.0% | +20.7% | +28.3% |
| 6M | +77.7% | -12.5% | +90.2% | +83.2% |
| YTD | +51.0% | -7.9% | +58.9% | +53.1% |
| 1Y | +18.4% | -20.4% | +38.8% | +25.1% |
| 3Y | +25.6% | +53.1% | -27.6% | +8.5% |
| 5Y | +38.6% | -22.1% | +60.8% | +25.4% |
| All | +38.6% | -22.9% | +61.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling