+563.1%
HPE vs RVTY
+145.6%
+417.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.8% | +9.7% | +11.4% |
| 7D | +19.4% | -4.5% | +23.9% | +21.5% |
| 30D | +5.6% | +5.5% | +0.2% | +3.3% |
| 3M | +33.1% | +22.5% | +10.5% | +22.1% |
| 6M | +192.5% | +38.9% | +153.6% | +154.0% |
| YTD | +160.9% | +28.7% | +132.2% | +132.7% |
| 1Y | +155.0% | +45.5% | +109.5% | +115.4% |
| 3Y | +289.4% | +16.4% | +273.0% | +244.4% |
| 5Y | +395.7% | -32.7% | +428.4% | +438.0% |
| All | +563.1% | +145.6% | +417.5% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling