+621.7%
HPE vs ACM
+148.0%
+473.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -0.6% | -3.7% | +3.2% | +1.4% |
| 30D | -2.3% | -11.1% | +8.8% | +2.5% |
| 3M | -2.9% | -8.0% | +5.1% | -0.6% |
| 6M | +143.6% | -29.7% | +173.2% | +187.1% |
| YTD | +118.5% | -29.4% | +147.9% | +155.4% |
| 1Y | +129.2% | -46.4% | +175.6% | +210.7% |
| 3Y | +212.5% | -22.3% | +234.9% | +241.1% |
| 5Y | +286.9% | +4.5% | +282.4% | +253.4% |
| 10Y | +432.3% | +127.6% | +304.7% | +200.6% |
| All | +621.7% | +148.0% | +473.7% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling