+26.4%
HPQ vs RNG
+120.1%
-93.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +3.5% | -9.6% | +13.1% | +5.8% |
| 30D | +13.7% | +8.8% | +4.9% | +11.5% |
| 3M | +33.9% | +78.6% | -44.8% | +17.6% |
| 6M | +80.9% | +70.3% | +10.6% | +59.9% |
| YTD | +52.6% | +140.3% | -87.8% | +24.0% |
| 1Y | +21.2% | +126.6% | -105.4% | -0.7% |
| All | +26.4% | +120.1% | -93.7% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling