+19.7%
HPQ vs RVTY
+16.6%
+3.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +3.7% | +10.8% | -7.1% | +0.5% |
| 3M | +24.3% | +26.8% | -2.5% | +14.8% |
| 6M | +64.8% | +39.3% | +25.4% | +46.6% |
| YTD | +43.9% | +31.6% | +12.3% | +30.0% |
| 1Y | +11.7% | +47.7% | -36.0% | -3.4% |
| 3Y | +19.7% | +19.9% | -0.3% | +6.7% |
| All | +19.7% | +16.6% | +3.1% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling