+130.6%
HPE vs RVTY
+43.1%
+87.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.7% |
| 7D | +1.4% | -7.4% | +8.9% | +3.3% |
| 30D | +1.5% | +4.5% | -3.0% | +0.2% |
| 3M | +21.7% | +19.5% | +2.3% | +15.2% |
| 6M | +164.2% | +34.1% | +130.0% | +138.8% |
| YTD | +132.1% | +25.3% | +106.8% | +115.1% |
| 1Y | +130.6% | +47.0% | +83.6% | +100.8% |
| All | +130.6% | +43.1% | +87.6% | +100.8% |
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