+246.3%
HPE vs RVMD
+536.1%
-289.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.2% | -6.0% |
| 7D | +1.4% | -3.6% | +5.0% | +1.8% |
| 30D | +1.5% | -1.1% | +2.6% | +1.6% |
| 3M | +21.7% | +41.0% | -19.3% | +17.6% |
| 6M | +164.2% | +105.7% | +58.5% | +142.2% |
| YTD | +132.1% | +155.3% | -23.3% | +103.7% |
| 1Y | +130.6% | +402.7% | -272.1% | +78.3% |
| All | +246.3% | +536.1% | -289.7% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling