+499.4%
HPE vs ACHR
-45.0%
+544.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.4% | +10.1% | +12.2% |
| 7D | +19.4% | -2.3% | +21.7% | +19.7% |
| 30D | +5.6% | -11.3% | +16.9% | +7.0% |
| 3M | +33.1% | +5.3% | +27.8% | +31.1% |
| 6M | +192.5% | -13.2% | +205.7% | +194.0% |
| YTD | +160.9% | -25.8% | +186.7% | +165.9% |
| 1Y | +155.0% | -34.3% | +189.2% | +161.4% |
| 3Y | +289.4% | -19.9% | +309.3% | +274.6% |
| 5Y | +395.7% | -42.7% | +438.3% | +330.5% |
| All | +499.4% | -45.0% | +544.5% | +433.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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