+104.3%
HPE vs ACM
-45.8%
+150.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -9.7% | +6.6% | -16.3% | -10.4% |
| 30D | -34.8% | +19.8% | -54.5% | -36.2% |
| 3M | -12.1% | -3.1% | -9.0% | -10.5% |
| 6M | +53.7% | -11.5% | +65.2% | +60.4% |
| YTD | +101.9% | -24.7% | +126.6% | +124.4% |
| 1Y | +104.3% | -45.1% | +149.4% | +141.5% |
| All | +104.3% | -45.8% | +150.1% | +141.5% |
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