+561.5%
HPE vs ACM
+162.9%
+398.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +3.5% |
| 7D | -7.1% | +6.9% | -14.0% | -10.2% |
| 30D | -35.3% | +19.1% | -54.3% | -40.9% |
| 3M | -10.4% | -6.9% | -3.5% | -8.8% |
| 6M | +52.5% | -12.0% | +64.5% | +58.4% |
| YTD | +100.3% | -25.1% | +125.4% | +125.7% |
| 1Y | +106.4% | -45.4% | +151.8% | +175.7% |
| 3Y | +227.4% | -6.9% | +234.3% | +222.2% |
| 5Y | +250.6% | +3.7% | +246.8% | +221.2% |
| 10Y | +365.4% | +135.8% | +229.6% | +156.4% |
| All | +561.5% | +162.9% | +398.6% | +242.9% |
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