+38.6%
HPQ vs RVTY
-34.2%
+72.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +5.8% |
| 7D | +2.2% | -5.4% | +7.6% | +4.2% |
| 30D | +9.7% | +6.7% | +3.0% | +7.0% |
| 3M | +32.7% | +19.0% | +13.7% | +23.5% |
| 6M | +77.7% | +34.6% | +43.1% | +56.5% |
| YTD | +51.0% | +28.3% | +22.7% | +34.8% |
| 1Y | +18.4% | +46.0% | -27.6% | -0.1% |
| 3Y | +25.6% | +16.9% | +8.7% | +12.2% |
| 5Y | +38.6% | -32.9% | +71.6% | +43.9% |
| All | +38.6% | -34.2% | +72.8% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling