+2,627.7%
HPQ vs RRC
+1,510.8%
+1,116.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | +3.2% | +6.4% | -3.2% | +2.6% |
| 30D | -3.6% | +23.9% | -27.5% | -5.7% |
| 3M | -5.3% | +30.2% | -35.5% | -7.8% |
| 6M | +41.1% | +26.3% | +14.9% | +37.7% |
| YTD | +36.9% | +48.1% | -11.2% | +31.3% |
| 1Y | +23.5% | +37.7% | -14.1% | +19.2% |
| 3Y | +19.6% | +60.3% | -40.7% | +13.1% |
| 5Y | +11.4% | +135.3% | -123.9% | 0.0% |
| 10Y | +160.6% | +73.3% | +87.3% | +120.4% |
| All | +2,627.7% | +1,510.8% | +1,116.9% | +2,031.1% |
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