+487.9%
HPQ vs RSG
+1,999.8%
-1,511.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +3.5% | -1.8% | +5.3% | +4.1% |
| 30D | +13.7% | +2.8% | +10.9% | +12.7% |
| 3M | +33.9% | +4.3% | +29.6% | +31.9% |
| 6M | +80.9% | -0.5% | +81.4% | +80.4% |
| YTD | +52.6% | +5.2% | +47.3% | +49.2% |
| 1Y | +21.2% | -2.1% | +23.4% | +21.3% |
| 3Y | +26.9% | +56.5% | -29.6% | +7.1% |
| 5Y | +41.1% | +89.5% | -48.4% | +11.0% |
| 10Y | +229.6% | +424.8% | -195.2% | +90.6% |
| All | +487.9% | +1,999.8% | -1,511.8% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling