+37.0%
HPQ vs RSG
+57.7%
-20.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.7% | +8.3% |
| 7D | +9.8% | 0.0% | +9.7% | +9.8% |
| 30D | +22.4% | +4.0% | +18.4% | +21.8% |
| 3M | +45.2% | +7.4% | +37.8% | +44.1% |
| 6M | +96.4% | +0.1% | +96.3% | +97.6% |
| YTD | +65.4% | +6.0% | +59.4% | +64.9% |
| 1Y | +31.6% | -3.0% | +34.5% | +33.1% |
| 3Y | +37.0% | +56.5% | -19.5% | +28.4% |
| All | +37.0% | +57.7% | -20.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling