+571.9%
HPE vs RVTY
+229.0%
+342.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.1% | -3.1% |
| 7D | +7.9% | -0.5% | +8.3% | +8.1% |
| 30D | -23.5% | +1.5% | -25.0% | -23.7% |
| 3M | -19.1% | +31.5% | -50.5% | -27.6% |
| 6M | +51.4% | +62.7% | -11.3% | +23.5% |
| YTD | +103.4% | +60.0% | +43.5% | +65.3% |
| 1Y | +114.4% | +65.7% | +48.7% | +71.3% |
| 3Y | +224.7% | +85.2% | +139.5% | +136.2% |
| 5Y | +277.8% | -14.9% | +292.6% | +275.7% |
| 10Y | +371.1% | +211.9% | +159.2% | +91.6% |
| All | +571.9% | +229.0% | +342.9% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling