+156.1%
HPQ vs RVTY
+211.6%
-55.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.3% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | -3.6% | +1.5% | -5.1% | -4.5% |
| 3M | -5.3% | +31.5% | -36.7% | -16.5% |
| 6M | +41.1% | +62.7% | -21.5% | +12.4% |
| YTD | +36.9% | +60.0% | -23.1% | +8.3% |
| 1Y | +23.5% | +65.7% | -42.2% | -3.9% |
| 3Y | +19.6% | +85.2% | -65.6% | -14.8% |
| 5Y | +11.4% | -14.9% | +26.3% | +11.2% |
| All | +156.1% | +211.6% | -55.5% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling