+116.4%
HPE vs RVTY
+74.0%
+42.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.2% | -5.0% |
| 7D | -17.0% | -3.6% | -13.4% | -16.2% |
| 30D | -26.7% | +1.4% | -28.1% | -26.9% |
| 3M | -4.1% | +43.2% | -47.3% | -12.2% |
| 6M | +75.4% | +84.5% | -9.1% | +47.1% |
| YTD | +111.0% | +65.2% | +45.8% | +83.7% |
| 1Y | +116.4% | +74.3% | +42.1% | +82.9% |
| All | +116.4% | +74.0% | +42.5% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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