+555.1%
HPE vs ACI
+25.9%
+529.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -2.3% | +5.9% | -8.2% | -2.9% |
| 3M | -2.9% | -19.8% | +16.9% | -1.0% |
| 6M | +143.6% | -24.7% | +168.3% | +149.6% |
| YTD | +118.5% | -24.4% | +142.9% | +123.5% |
| 1Y | +129.2% | -31.5% | +160.7% | +137.1% |
| 3Y | +212.5% | -38.7% | +251.2% | +226.0% |
| 5Y | +286.9% | -42.8% | +329.7% | +301.0% |
| All | +555.1% | +25.9% | +529.2% | +524.4% |
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