+227.4%
HPE vs ACM
-7.9%
+235.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +4.3% |
| 7D | -7.1% | +6.9% | -14.0% | -9.2% |
| 30D | -35.3% | +19.1% | -54.3% | -39.2% |
| 3M | -10.4% | -6.9% | -3.5% | -8.0% |
| 6M | +52.5% | -12.0% | +64.5% | +60.2% |
| YTD | +100.3% | -25.1% | +125.4% | +128.1% |
| 1Y | +106.4% | -45.4% | +151.8% | +183.3% |
| 3Y | +227.4% | -6.9% | +234.3% | +233.6% |
| All | +227.4% | -7.9% | +235.3% | +233.6% |
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