+2,627.7%
HPQ vs RVTY
+2,885.1%
-257.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.2% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | -3.6% | +1.5% | -5.1% | -4.4% |
| 3M | -5.3% | +31.5% | -36.7% | -14.6% |
| 6M | +41.1% | +62.7% | -21.5% | +17.3% |
| YTD | +36.9% | +60.0% | -23.1% | +13.4% |
| 1Y | +23.5% | +65.7% | -42.2% | +1.0% |
| 3Y | +19.6% | +85.2% | -65.6% | -7.8% |
| 5Y | +11.4% | -14.9% | +26.3% | +9.5% |
| 10Y | +160.6% | +211.9% | -51.3% | +63.2% |
| All | +2,627.7% | +2,885.1% | -257.4% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling