+566.9%
HPE vs ACM
+164.5%
+402.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -9.7% | +6.6% | -16.3% | -12.6% |
| 30D | -34.8% | +19.8% | -54.5% | -40.6% |
| 3M | -12.1% | -3.1% | -9.0% | -12.3% |
| 6M | +53.7% | -11.5% | +65.2% | +59.2% |
| YTD | +101.9% | -24.7% | +126.6% | +126.8% |
| 1Y | +104.3% | -45.1% | +149.4% | +172.0% |
| 3Y | +223.1% | -8.9% | +231.9% | +221.8% |
| 5Y | +249.2% | +5.4% | +243.8% | +217.2% |
| 10Y | +372.4% | +131.1% | +241.4% | +163.3% |
| All | +566.9% | +164.5% | +402.4% | +244.6% |
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 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