+509.9%
HPE vs ACI
+32.8%
+477.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.7% |
| 7D | +7.9% | +2.3% | +5.6% | +7.7% |
| 30D | -23.5% | +1.2% | -24.7% | -23.6% |
| 3M | -19.1% | +6.8% | -25.9% | -19.7% |
| 6M | +51.4% | -18.7% | +70.1% | +53.9% |
| YTD | +103.4% | -20.2% | +123.7% | +106.6% |
| 1Y | +114.4% | -23.7% | +138.1% | +119.0% |
| 3Y | +224.7% | -31.6% | +256.3% | +233.6% |
| 5Y | +277.8% | -42.8% | +320.5% | +292.1% |
| All | +509.9% | +32.8% | +477.1% | +477.3% |
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