+367.4%
HPE vs ACHR
-60.3%
+427.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.9% | +3.2% | -2.9% |
| 7D | +7.9% | -9.2% | +17.1% | +9.1% |
| 30D | -23.5% | -1.0% | -22.5% | -23.5% |
| 3M | -19.1% | -42.2% | +23.1% | -13.8% |
| 6M | +51.4% | -38.2% | +89.6% | +58.6% |
| YTD | +103.4% | -46.4% | +149.9% | +115.1% |
| 1Y | +114.4% | -49.4% | +163.8% | +127.8% |
| 3Y | +224.7% | -22.5% | +247.2% | +217.7% |
| 5Y | +277.8% | -29.8% | +307.6% | +242.1% |
| All | +367.4% | -60.3% | +427.7% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling