+396.0%
HPE vs RVMD
+576.1%
-180.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.4% |
| 7D | +19.4% | -3.0% | +22.4% | +19.8% |
| 30D | +5.6% | -0.7% | +6.3% | +5.7% |
| 3M | +33.1% | +36.5% | -3.5% | +28.9% |
| 6M | +192.5% | +104.6% | +87.8% | +168.8% |
| YTD | +160.9% | +155.8% | +5.1% | +131.2% |
| 1Y | +155.0% | +340.7% | -185.7% | +109.6% |
| 3Y | +289.4% | +519.9% | -230.5% | +201.4% |
| All | +396.0% | +576.1% | -180.1% | +251.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling