-43.0%
ACN vs HPQ
+24.5%
-67.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -3.2% |
| 7D | -6.3% | +2.2% | -8.6% | -7.0% |
| 30D | -1.4% | +9.7% | -11.1% | -4.4% |
| 3M | +2.6% | +32.7% | -30.2% | -6.2% |
| 6M | -14.3% | +77.7% | -92.0% | -28.1% |
| YTD | -33.1% | +51.0% | -84.1% | -41.5% |
| 1Y | -28.8% | +18.4% | -47.2% | -34.1% |
| All | -43.0% | +24.5% | -67.5% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling