+417.3%
HPQ vs RNG
+302.4%
+114.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +3.5% | -9.6% | +13.1% | +5.3% |
| 30D | +13.7% | +8.8% | +4.9% | +11.9% |
| 3M | +33.9% | +78.6% | -44.8% | +20.2% |
| 6M | +80.9% | +70.3% | +10.6% | +62.9% |
| YTD | +52.6% | +140.3% | -87.8% | +27.9% |
| 1Y | +21.2% | +126.6% | -105.4% | +2.4% |
| 3Y | +26.9% | +120.2% | -93.3% | +4.4% |
| 5Y | +41.1% | -68.3% | +109.4% | +46.8% |
| 10Y | +229.6% | +220.6% | +9.0% | +110.2% |
| All | +417.3% | +302.4% | +114.9% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling