+21.3%
HPQ vs RSG
+19.5%
+1.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.8% | +5.8% |
| 7D | -7.8% | +5.1% | -12.9% | -8.4% |
| 30D | -4.9% | +15.3% | -20.2% | -6.2% |
| 3M | +4.9% | +18.6% | -13.7% | +3.6% |
| 6M | +47.1% | +19.5% | +27.5% | +46.8% |
| YTD | +39.5% | +17.2% | +22.3% | +41.7% |
| 1Y | +21.3% | +19.6% | +1.7% | +25.6% |
| All | +21.3% | +19.5% | +1.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling