+250.6%
HPE vs ACM
+3.6%
+247.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +3.8% |
| 7D | -7.1% | +6.9% | -14.0% | -9.8% |
| 30D | -35.3% | +19.1% | -54.3% | -40.3% |
| 3M | -10.4% | -6.9% | -3.5% | -8.2% |
| 6M | +52.5% | -12.0% | +64.5% | +59.7% |
| YTD | +100.3% | -25.1% | +125.4% | +128.4% |
| 1Y | +106.4% | -45.4% | +151.8% | +184.1% |
| 3Y | +227.4% | -6.9% | +234.3% | +219.4% |
| 5Y | +250.6% | +3.7% | +246.8% | +212.2% |
| All | +250.6% | +3.6% | +247.0% | +212.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling