+243.8%
HPQ vs RRX
+228.4%
+15.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.7% | +4.7% | +6.9% |
| 7D | +9.8% | -0.3% | +10.1% | +9.9% |
| 30D | +22.4% | -6.1% | +28.5% | +25.3% |
| 3M | +45.2% | -23.1% | +68.2% | +57.2% |
| 6M | +96.4% | -19.5% | +116.0% | +103.5% |
| YTD | +65.4% | +16.1% | +49.3% | +41.4% |
| 1Y | +31.6% | +12.9% | +18.6% | +13.5% |
| 3Y | +37.0% | +7.9% | +29.1% | +13.3% |
| 5Y | +53.0% | +19.1% | +33.9% | +14.9% |
| All | +243.8% | +228.4% | +15.4% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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