+116.4%
HPE vs RVMD
+244.4%
-127.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.8% | -8.5% | -5.6% |
| 7D | -17.0% | +5.8% | -22.8% | -16.9% |
| 30D | -26.7% | -3.8% | -22.9% | -26.8% |
| 3M | -4.1% | +3.2% | -7.4% | -4.0% |
| 6M | +75.4% | +35.0% | +40.4% | +77.8% |
| YTD | +111.0% | +150.7% | -39.7% | +130.1% |
| 1Y | +116.4% | +241.0% | -124.5% | +118.4% |
| All | +116.4% | +244.4% | -127.9% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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