+249.2%
HPE vs RVTY
+16.6%
+232.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.2% | +8.4% |
| 7D | +10.1% | +0.4% | +9.8% | +9.9% |
| 30D | +5.3% | +10.8% | -5.6% | +2.2% |
| 3M | +12.7% | +26.8% | -14.1% | +4.6% |
| 6M | +167.7% | +39.3% | +128.3% | +140.4% |
| YTD | +135.5% | +31.6% | +103.8% | +114.8% |
| 1Y | +143.4% | +47.7% | +95.7% | +113.7% |
| 3Y | +249.2% | +19.9% | +229.2% | +214.7% |
| All | +249.2% | +16.6% | +232.6% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling