+389.8%
HPE vs RVMD
+636.2%
-246.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +13.6% | -0.7% | +14.4% | +13.7% |
| 30D | +7.7% | +0.3% | +7.4% | +7.6% |
| 3M | +22.4% | +38.9% | -16.5% | +17.0% |
| 6M | +172.6% | +108.1% | +64.5% | +142.9% |
| YTD | +147.5% | +160.7% | -13.2% | +110.3% |
| 1Y | +151.8% | +407.3% | -255.5% | +91.5% |
| 3Y | +267.1% | +546.6% | -279.5% | +160.6% |
| 5Y | +362.8% | +579.8% | -217.0% | +206.0% |
| All | +389.8% | +636.2% | -246.3% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling