+93.1%
ACN vs HPQ
+259.7%
-166.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -5.0% | +0.2% |
| 7D | -1.5% | +9.8% | -11.3% | -5.0% |
| 30D | +2.1% | +22.4% | -20.3% | -6.0% |
| 3M | +11.1% | +45.2% | -34.1% | -4.3% |
| 6M | -6.8% | +96.4% | -103.3% | -29.3% |
| YTD | -30.0% | +65.4% | -95.4% | -43.3% |
| 1Y | -23.1% | +31.6% | -54.7% | -32.4% |
| 3Y | -40.4% | +37.0% | -77.4% | -50.8% |
| 5Y | -41.6% | +53.0% | -94.6% | -55.1% |
| All | +93.1% | +259.7% | -166.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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