+269.4%
HPE vs ACI
-45.1%
+314.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.1% |
| 7D | +13.6% | -5.0% | +18.7% | +13.6% |
| 30D | +7.7% | -2.3% | +10.0% | +7.7% |
| 3M | +22.4% | -23.2% | +45.6% | +22.9% |
| 6M | +172.6% | -29.5% | +202.1% | +174.2% |
| YTD | +147.5% | -28.6% | +176.1% | +148.4% |
| 1Y | +151.8% | -34.0% | +185.8% | +154.0% |
| All | +269.4% | -45.1% | +314.5% | +279.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling