+261.0%
HPE vs RVTY
-9.4%
+270.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.4% | +5.0% |
| 7D | +0.3% | -0.7% | +1.1% | +0.7% |
| 30D | -28.6% | +1.7% | -30.3% | -28.7% |
| 3M | -7.4% | +36.8% | -44.2% | -15.9% |
| 6M | +63.7% | +60.1% | +3.6% | +40.4% |
| YTD | +111.7% | +64.0% | +47.7% | +79.1% |
| 1Y | +123.5% | +68.2% | +55.3% | +87.3% |
| 3Y | +238.7% | +88.8% | +149.9% | +165.5% |
| 5Y | +261.0% | -10.5% | +271.6% | +236.4% |
| All | +261.0% | -9.4% | +270.4% | +236.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling