+77.4%
HPQ vs RVMD
+634.9%
-557.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | +3.7% | +1.1% | +2.7% | +3.5% |
| 3M | +24.3% | +39.6% | -15.3% | +18.2% |
| 6M | +64.8% | +110.7% | -45.9% | +46.2% |
| YTD | +43.9% | +160.3% | -116.4% | +22.3% |
| 1Y | +11.7% | +404.9% | -393.3% | -14.9% |
| 3Y | +19.7% | +545.5% | -525.8% | -16.2% |
| 5Y | +32.2% | +584.7% | -552.5% | -14.8% |
| All | +77.4% | +634.9% | -557.5% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling