-45.7%
RDDT vs HPE
+113.0%
-158.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.7% | +11.6% | +6.5% |
| 7D | -24.4% | -17.0% | -7.4% | -22.9% |
| 30D | -32.3% | -26.7% | -5.5% | -30.5% |
| 3M | -36.3% | -4.1% | -32.2% | -36.1% |
| 6M | -39.7% | +75.4% | -115.2% | -46.3% |
| YTD | -55.7% | +111.0% | -166.7% | -61.0% |
| 1Y | -45.7% | +116.4% | -162.2% | -53.1% |
| All | -45.7% | +113.0% | -158.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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