+533.5%
HPE vs ACI
+33.9%
+499.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +13.6% | -0.5% | +14.0% | +13.6% |
| 30D | -27.1% | +4.9% | -32.0% | -27.5% |
| 3M | -14.5% | +11.1% | -25.6% | -15.5% |
| 6M | +66.9% | -14.9% | +81.9% | +68.8% |
| YTD | +111.3% | -19.6% | +130.9% | +114.5% |
| 1Y | +117.5% | -22.7% | +140.2% | +121.9% |
| 3Y | +238.1% | -31.2% | +269.3% | +247.2% |
| 5Y | +292.4% | -42.3% | +334.7% | +307.1% |
| All | +533.5% | +33.9% | +499.7% | +499.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling