+51.0%
HPQ vs RSG
+89.9%
-38.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.7% | +8.2% |
| 7D | +9.8% | 0.0% | +9.7% | +9.8% |
| 30D | +22.4% | +4.0% | +18.4% | +21.0% |
| 3M | +45.2% | +7.4% | +37.8% | +42.2% |
| 6M | +96.4% | +0.1% | +96.3% | +96.4% |
| YTD | +65.4% | +6.0% | +59.4% | +62.2% |
| 1Y | +31.6% | -3.0% | +34.5% | +32.9% |
| 3Y | +37.0% | +56.5% | -19.5% | +10.7% |
| All | +51.0% | +89.9% | -38.9% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling