+212.8%
RDDT vs HPE
+282.2%
-69.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.9% | -3.4% |
| 7D | +2.1% | +19.4% | -17.3% | -6.0% |
| 30D | +2.8% | +5.6% | -2.8% | -0.4% |
| 3M | -8.9% | +33.1% | -42.0% | -21.6% |
| 6M | +15.1% | +192.5% | -177.4% | -41.8% |
| YTD | -31.4% | +160.9% | -192.3% | -63.0% |
| 1Y | -39.4% | +155.0% | -194.4% | -67.2% |
| All | +212.8% | +282.2% | -69.4% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling