+362.8%
HPE vs ACN
-44.1%
+406.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.7% |
| 7D | +13.6% | -6.3% | +20.0% | +15.8% |
| 30D | +7.7% | -1.4% | +9.1% | +7.7% |
| 3M | +22.4% | +2.6% | +19.8% | +19.8% |
| 6M | +172.6% | -14.3% | +186.9% | +184.7% |
| YTD | +147.5% | -33.1% | +180.6% | +187.6% |
| 1Y | +151.8% | -28.8% | +180.6% | +183.1% |
| 3Y | +267.1% | -43.0% | +310.0% | +343.1% |
| 5Y | +362.8% | -44.0% | +406.8% | +427.5% |
| All | +362.8% | -44.1% | +406.8% | +427.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling