+677.7%
HPE vs ACN
+108.2%
+569.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.1% | +11.9% | +9.8% |
| 7D | +10.1% | -4.8% | +15.0% | +12.7% |
| 30D | +5.3% | +1.9% | +3.4% | +3.6% |
| 3M | +12.7% | +3.9% | +8.8% | +6.9% |
| 6M | +167.7% | -15.0% | +182.7% | +179.9% |
| YTD | +135.5% | -31.9% | +167.4% | +178.2% |
| 1Y | +143.4% | -28.5% | +171.9% | +177.9% |
| 3Y | +249.2% | -41.9% | +291.1% | +334.8% |
| 5Y | +343.8% | -42.9% | +386.7% | +439.6% |
| 10Y | +495.9% | +88.7% | +407.1% | +187.3% |
| All | +677.7% | +108.2% | +569.4% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling