+9.6%
HPQ vs RRC
+132.2%
-122.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.9% | +2.5% | -4.4% | -2.4% |
| 30D | -5.7% | +21.1% | -26.9% | -9.4% |
| 3M | -0.4% | +28.4% | -28.8% | -5.4% |
| 6M | +40.0% | +26.5% | +13.6% | +33.0% |
| YTD | +34.6% | +47.0% | -12.4% | +23.8% |
| 1Y | +20.4% | +35.2% | -14.8% | +12.4% |
| 3Y | +18.3% | +61.0% | -42.7% | +5.3% |
| 5Y | +9.6% | +133.6% | -124.0% | -10.7% |
| All | +9.6% | +132.2% | -122.6% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling