+51.0%
HPQ vs RVMD
+576.1%
-525.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -3.0% | +12.7% | +10.1% |
| 30D | +22.4% | -0.7% | +23.1% | +22.3% |
| 3M | +45.2% | +36.5% | +8.6% | +39.9% |
| 6M | +96.4% | +104.6% | -8.2% | +79.5% |
| YTD | +65.4% | +155.8% | -90.4% | +46.1% |
| 1Y | +31.6% | +340.7% | -309.1% | +8.0% |
| 3Y | +37.0% | +519.9% | -482.9% | +4.0% |
| All | +51.0% | +576.1% | -525.1% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling