+388.5%
HPE vs ACWI
+225.4%
+163.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | +13.6% | +2.7% | +10.9% | +9.9% |
| 30D | -27.1% | -2.6% | -24.5% | -24.0% |
| 3M | -14.5% | -3.2% | -11.3% | -9.8% |
| 6M | +66.9% | +1.9% | +65.1% | +66.6% |
| YTD | +111.3% | +11.3% | +100.0% | +88.8% |
| 1Y | +117.5% | +11.7% | +105.8% | +93.9% |
| 3Y | +238.1% | +74.4% | +163.7% | +79.9% |
| 5Y | +292.4% | +59.5% | +232.9% | +133.1% |
| All | +388.5% | +225.4% | +163.1% | +28.1% |
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