+217.2%
HPQ vs RVTY
+139.0%
+78.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +2.0% |
| 7D | +3.5% | -7.4% | +10.9% | +6.8% |
| 30D | +13.7% | +4.5% | +9.2% | +11.3% |
| 3M | +33.9% | +19.5% | +14.4% | +22.8% |
| 6M | +80.9% | +34.1% | +46.8% | +56.2% |
| YTD | +52.6% | +25.3% | +27.3% | +34.9% |
| 1Y | +21.2% | +47.0% | -25.8% | -0.7% |
| 3Y | +26.9% | +14.1% | +12.8% | +11.6% |
| 5Y | +41.1% | -34.6% | +75.7% | +58.3% |
| All | +217.2% | +139.0% | +78.2% | +86.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling