+116.4%
HPE vs ACN
+10.1%
+106.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.8% | -9.5% | -5.2% |
| 7D | -17.0% | +8.6% | -25.5% | -16.2% |
| 30D | -26.7% | +36.6% | -63.3% | -25.0% |
| 3M | -4.1% | +56.3% | -60.5% | -1.9% |
| 6M | +75.4% | +49.7% | +25.7% | +83.8% |
| YTD | +111.0% | +1.3% | +109.7% | +145.6% |
| 1Y | +116.4% | +11.9% | +104.5% | +139.5% |
| All | +116.4% | +10.1% | +106.4% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling