+249.2%
HPE vs ACM
-19.8%
+269.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.6% | +8.1% |
| 7D | +10.1% | -0.3% | +10.4% | +10.3% |
| 30D | +5.3% | -12.9% | +18.2% | +11.0% |
| 3M | +12.7% | -6.4% | +19.1% | +14.0% |
| 6M | +167.7% | -29.2% | +196.9% | +212.7% |
| YTD | +135.5% | -29.9% | +165.4% | +175.1% |
| 1Y | +143.4% | -47.3% | +190.7% | +235.2% |
| 3Y | +249.2% | -19.6% | +268.8% | +275.4% |
| All | +249.2% | -19.8% | +269.0% | +275.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling