+563.1%
HPE vs ACN
+97.5%
+465.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.4% | +9.1% | +10.9% |
| 7D | +19.4% | -1.5% | +20.9% | +20.1% |
| 30D | +5.6% | +2.1% | +3.5% | +4.0% |
| 3M | +33.1% | +11.1% | +22.0% | +22.4% |
| 6M | +192.5% | -6.8% | +199.3% | +191.2% |
| YTD | +160.9% | -30.0% | +191.0% | +203.5% |
| 1Y | +155.0% | -23.1% | +178.1% | +179.5% |
| 3Y | +289.4% | -40.4% | +329.8% | +377.2% |
| 5Y | +395.7% | -41.6% | +437.2% | +495.1% |
| All | +563.1% | +97.5% | +465.6% | +291.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling