+390.2%
HPE vs ACM
+130.8%
+259.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.4% | +5.1% |
| 7D | +0.3% | +3.0% | -2.7% | -1.0% |
| 30D | -28.6% | +19.7% | -48.2% | -34.9% |
| 3M | -7.4% | +5.3% | -12.7% | -11.4% |
| 6M | +63.7% | -10.8% | +74.4% | +68.8% |
| YTD | +111.7% | -25.1% | +136.8% | +138.6% |
| 1Y | +123.5% | -45.8% | +169.3% | +200.2% |
| 3Y | +238.7% | -9.4% | +248.1% | +238.3% |
| 5Y | +261.0% | +4.8% | +256.3% | +228.9% |
| 10Y | +390.2% | +129.8% | +260.4% | +190.3% |
| All | +390.2% | +130.8% | +259.4% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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