+217.2%
HPQ vs RRC
+6.5%
+210.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +3.5% | -1.2% | +4.7% | +3.7% |
| 30D | +13.7% | +3.0% | +10.7% | +13.3% |
| 3M | +33.9% | +7.3% | +26.6% | +32.5% |
| 6M | +80.9% | +3.6% | +77.3% | +79.7% |
| YTD | +52.6% | +19.4% | +33.2% | +48.6% |
| 1Y | +21.2% | +21.4% | -0.2% | +17.6% |
| 3Y | +26.9% | +32.8% | -5.9% | +20.7% |
| 5Y | +41.1% | +152.0% | -110.8% | +22.2% |
| All | +217.2% | +6.5% | +210.7% | +162.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling