+2,909.2%
HPQ vs RRX
+3,824.6%
-915.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.8% |
| 7D | +2.2% | -0.7% | +3.0% | +2.4% |
| 30D | +9.7% | -8.0% | +17.7% | +12.7% |
| 3M | +32.7% | -25.1% | +57.8% | +43.3% |
| 6M | +77.7% | -18.3% | +96.0% | +82.8% |
| YTD | +51.0% | +14.2% | +36.8% | +35.7% |
| 1Y | +18.4% | +13.0% | +5.4% | +6.5% |
| 3Y | +25.6% | +4.2% | +21.4% | +11.5% |
| 5Y | +38.6% | +17.9% | +20.8% | +15.4% |
| 10Y | +226.1% | +220.4% | +5.7% | +88.2% |
| All | +2,909.2% | +3,824.6% | -915.4% | +834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling