+116.4%
HPE vs ACI
-18.4%
+134.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.2% | -5.0% |
| 7D | -17.0% | +4.5% | -21.5% | -16.2% |
| 30D | -26.7% | +20.9% | -47.6% | -24.9% |
| 3M | -4.1% | +15.2% | -19.4% | -2.2% |
| 6M | +75.4% | -13.3% | +88.7% | +75.7% |
| YTD | +111.0% | -16.2% | +127.2% | +110.1% |
| 1Y | +116.4% | -16.9% | +133.3% | +113.5% |
| All | +116.4% | -18.4% | +134.9% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling