+540.2%
HPE vs ACM
+124.8%
+415.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +6.7% |
| 7D | +13.6% | -3.7% | +17.3% | +15.7% |
| 30D | +7.7% | -12.7% | +20.4% | +13.8% |
| 3M | +22.4% | -9.8% | +32.2% | +26.2% |
| 6M | +172.6% | -31.4% | +204.0% | +223.9% |
| YTD | +147.5% | -32.1% | +179.6% | +193.9% |
| 1Y | +151.8% | -47.8% | +199.6% | +243.5% |
| 3Y | +267.1% | -22.1% | +289.1% | +298.4% |
| 5Y | +362.8% | +1.8% | +361.0% | +329.1% |
| 10Y | +540.2% | +132.5% | +407.6% | +303.3% |
| All | +540.2% | +124.8% | +415.4% | +303.3% |
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