+370.3%
HPE vs ACN
+148.3%
+222.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +7.9% | -3.8% | +11.7% | +9.4% |
| 30D | -23.5% | +16.5% | -40.0% | -29.3% |
| 3M | -19.1% | +41.5% | -60.5% | -33.1% |
| 6M | +51.4% | +60.1% | -8.7% | +13.7% |
| YTD | +103.4% | -3.9% | +107.4% | +99.7% |
| 1Y | +114.4% | +4.1% | +110.3% | +100.0% |
| 3Y | +224.7% | -15.9% | +240.5% | +230.4% |
| 5Y | +277.8% | -26.3% | +304.1% | +308.8% |
| All | +370.3% | +148.3% | +222.0% | +134.4% |
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