+243.8%
HPQ vs RNG
+222.9%
+21.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.4% |
| 7D | +9.8% | -6.1% | +15.8% | +11.0% |
| 30D | +22.4% | +9.6% | +12.7% | +20.3% |
| 3M | +45.2% | +83.3% | -38.2% | +29.5% |
| 6M | +96.4% | +77.9% | +18.5% | +75.3% |
| YTD | +65.4% | +139.9% | -74.5% | +38.3% |
| 1Y | +31.6% | +121.7% | -90.1% | +11.3% |
| 3Y | +37.0% | +121.9% | -84.8% | +12.2% |
| 5Y | +53.0% | -68.4% | +121.4% | +58.4% |
| All | +243.8% | +222.9% | +21.0% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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