+343.8%
HPE vs ACM
+4.8%
+339.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.5% |
| 3M | +12.7% | -6.4% | +19.1% | +14.1% |
| 6M | +167.7% | -29.2% | +196.9% | +214.9% |
| YTD | +135.5% | -29.9% | +165.4% | +176.9% |
| 1Y | +143.4% | -47.3% | +190.7% | +236.8% |
| 3Y | +249.2% | -19.6% | +268.8% | +271.4% |
| 5Y | +343.8% | +5.5% | +338.3% | +305.8% |
| All | +343.8% | +4.8% | +339.1% | +305.8% |
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