+156.1%
HPQ vs RRC
+73.1%
+83.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | +3.2% | +6.4% | -3.2% | +2.4% |
| 30D | -3.6% | +23.9% | -27.5% | -6.4% |
| 3M | -5.3% | +30.2% | -35.5% | -8.7% |
| 6M | +41.1% | +26.3% | +14.9% | +36.4% |
| YTD | +36.9% | +48.1% | -11.2% | +29.3% |
| 1Y | +23.5% | +37.7% | -14.1% | +17.7% |
| 3Y | +19.6% | +60.3% | -40.7% | +10.8% |
| 5Y | +11.4% | +135.3% | -123.9% | -3.3% |
| All | +156.1% | +73.1% | +83.0% | +91.4% |
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