+269.4%
HPE vs ACN
-43.3%
+312.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.4% |
| 7D | +13.6% | -6.3% | +20.0% | +14.8% |
| 30D | +7.7% | -1.4% | +9.1% | +7.8% |
| 3M | +22.4% | +2.6% | +19.8% | +22.1% |
| 6M | +172.6% | -14.3% | +186.9% | +185.8% |
| YTD | +147.5% | -33.1% | +180.6% | +182.6% |
| 1Y | +151.8% | -28.8% | +180.6% | +180.0% |
| All | +269.4% | -43.3% | +312.7% | +314.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling