+343.8%
HPE vs ACI
-44.9%
+388.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.0% | +8.0% |
| 7D | +10.1% | -2.6% | +12.7% | +10.3% |
| 30D | +5.3% | +1.1% | +4.2% | +5.1% |
| 3M | +12.7% | -23.6% | +36.3% | +15.1% |
| 6M | +167.7% | -29.9% | +197.6% | +175.4% |
| YTD | +135.5% | -26.9% | +162.3% | +140.6% |
| 1Y | +143.4% | -34.2% | +177.6% | +151.8% |
| 3Y | +249.2% | -43.6% | +292.8% | +266.6% |
| 5Y | +343.8% | -42.4% | +386.2% | +358.0% |
| All | +343.8% | -44.9% | +388.8% | +358.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling