+21.3%
HPQ vs RVMD
+244.4%
-223.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +5.8% |
| 7D | -7.8% | +5.8% | -13.6% | -7.9% |
| 30D | -4.9% | -3.8% | -1.1% | -4.8% |
| 3M | +4.9% | +3.2% | +1.6% | +4.6% |
| 6M | +47.1% | +35.0% | +12.0% | +45.2% |
| YTD | +39.5% | +150.7% | -111.2% | +42.3% |
| 1Y | +21.3% | +241.0% | -219.7% | +33.7% |
| All | +21.3% | +244.4% | -223.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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