+365.4%
HPE vs ACWI
+226.8%
+138.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +2.8% |
| 7D | -7.1% | +0.3% | -7.5% | -7.2% |
| 30D | -35.3% | -2.8% | -32.5% | -32.3% |
| 3M | -10.4% | -3.2% | -7.3% | -5.6% |
| 6M | +52.5% | +1.3% | +51.2% | +53.3% |
| YTD | +100.3% | +11.2% | +89.1% | +79.1% |
| 1Y | +106.4% | +13.8% | +92.6% | +79.7% |
| 3Y | +227.4% | +76.2% | +151.2% | +72.1% |
| 5Y | +250.6% | +59.5% | +191.1% | +108.1% |
| 10Y | +365.4% | +222.2% | +143.2% | +25.8% |
| All | +365.4% | +226.8% | +138.5% | +25.8% |
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