+213.9%
HPQ vs RRC
+6.1%
+207.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +2.2% | -1.7% | +4.0% | +2.5% |
| 30D | +9.7% | +3.6% | +6.1% | +9.2% |
| 3M | +32.7% | +8.8% | +23.9% | +31.2% |
| 6M | +77.7% | +0.8% | +76.9% | +77.1% |
| YTD | +51.0% | +19.0% | +32.0% | +47.1% |
| 1Y | +18.4% | +22.9% | -4.5% | +14.6% |
| 3Y | +25.6% | +32.3% | -6.7% | +19.5% |
| 5Y | +38.6% | +151.6% | -112.9% | +20.1% |
| All | +213.9% | +6.1% | +207.7% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling