+495.9%
HPE vs ACWI
+226.0%
+269.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +8.4% |
| 7D | +10.1% | +1.1% | +9.1% | +8.7% |
| 30D | +5.3% | -0.2% | +5.5% | +5.6% |
| 3M | +12.7% | +4.7% | +8.0% | +6.8% |
| 6M | +167.7% | +14.5% | +153.2% | +127.7% |
| YTD | +135.5% | +14.6% | +120.8% | +100.4% |
| 1Y | +143.4% | +21.4% | +122.0% | +93.5% |
| 3Y | +249.2% | +77.6% | +171.6% | +79.4% |
| 5Y | +343.8% | +68.1% | +275.8% | +143.8% |
| 10Y | +495.9% | +226.1% | +269.7% | +49.3% |
| All | +495.9% | +226.0% | +269.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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