+18.7%
HPQ vs RRC
+23.4%
-4.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +6.9% | +1.3% | +5.6% | +6.9% |
| 30D | +14.4% | +10.1% | +4.3% | +13.8% |
| 3M | +25.6% | +4.0% | +21.6% | +25.0% |
| 6M | +75.0% | +1.6% | +73.5% | +74.5% |
| YTD | +50.7% | +19.7% | +31.0% | +49.8% |
| 1Y | +18.7% | +21.4% | -2.8% | +22.2% |
| All | +18.7% | +23.4% | -4.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling