+292.4%
HPE vs ACN
-25.8%
+318.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +13.6% | -5.7% | +19.3% | +15.0% |
| 30D | -27.1% | +17.0% | -44.1% | -30.5% |
| 3M | -14.5% | +39.9% | -54.3% | -23.5% |
| 6M | +66.9% | +50.2% | +16.8% | +43.2% |
| YTD | +111.3% | -4.2% | +115.5% | +119.4% |
| 1Y | +117.5% | +4.3% | +113.2% | +116.1% |
| 3Y | +238.1% | -17.1% | +255.2% | +262.4% |
| 5Y | +292.4% | -26.5% | +318.9% | +309.3% |
| All | +292.4% | -25.8% | +318.2% | +309.3% |
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