+2,903.2%
HPQ vs RRC
+1,202.2%
+1,701.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +6.9% | +1.3% | +5.6% | +6.8% |
| 30D | +14.4% | +10.1% | +4.3% | +13.4% |
| 3M | +25.6% | +4.0% | +21.6% | +25.1% |
| 6M | +75.0% | +1.6% | +73.5% | +74.5% |
| YTD | +50.7% | +19.7% | +31.0% | +47.8% |
| 1Y | +18.7% | +21.4% | -2.8% | +16.0% |
| 3Y | +21.5% | +29.7% | -8.1% | +17.4% |
| 5Y | +31.6% | +153.9% | -122.3% | +17.5% |
| 10Y | +216.1% | +10.8% | +205.2% | +178.3% |
| All | +2,903.2% | +1,202.2% | +1,701.0% | +2,298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling