+155.0%
HPE vs ACM
-48.8%
+203.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +12.2% |
| 7D | +19.4% | -4.6% | +24.0% | +20.5% |
| 30D | +5.6% | +4.1% | +1.5% | +4.3% |
| 3M | +33.1% | -8.3% | +41.4% | +34.3% |
| 6M | +192.5% | -30.1% | +222.5% | +226.3% |
| YTD | +160.9% | -32.6% | +193.5% | +196.9% |
| 1Y | +155.0% | -49.6% | +204.5% | +226.4% |
| All | +155.0% | -48.8% | +203.8% | +226.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling