+440.9%
HPE vs ACHR
-42.6%
+483.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.6% | +7.5% |
| 7D | +10.1% | +4.9% | +5.3% | +9.6% |
| 30D | +5.3% | +4.3% | +1.0% | +4.5% |
| 3M | +12.7% | +1.7% | +10.9% | +11.5% |
| 6M | +167.7% | -6.9% | +174.5% | +167.0% |
| YTD | +135.5% | -22.5% | +157.9% | +138.7% |
| 1Y | +143.4% | -31.5% | +174.9% | +148.4% |
| 3Y | +249.2% | -14.4% | +263.6% | +233.7% |
| 5Y | +343.8% | -41.6% | +385.5% | +283.7% |
| All | +440.9% | -42.6% | +483.5% | +378.7% |
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