+595.7%
HPE vs ACI
+17.4%
+578.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -6.1% |
| 7D | +1.4% | -7.1% | +8.5% | +2.1% |
| 30D | +1.5% | -4.5% | +6.0% | +1.9% |
| 3M | +21.7% | -22.3% | +44.0% | +24.4% |
| 6M | +164.2% | -28.4% | +192.6% | +171.7% |
| YTD | +132.1% | -29.5% | +161.6% | +138.8% |
| 1Y | +130.6% | -34.2% | +164.9% | +139.2% |
| 3Y | +244.1% | -45.7% | +289.8% | +264.1% |
| 5Y | +340.8% | -40.8% | +381.6% | +352.9% |
| All | +595.7% | +17.4% | +578.3% | +567.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling