+232.1%
HPE vs ACWI
+54.8%
+177.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -18.7% | -2.4% | -16.4% | -15.7% |
| 30D | -37.9% | -5.2% | -32.7% | -32.6% |
| 3M | -14.4% | -4.8% | -9.6% | -7.2% |
| 6M | +48.2% | -1.3% | +49.5% | +54.6% |
| YTD | +88.6% | +8.4% | +80.2% | +73.9% |
| 1Y | +94.8% | +11.0% | +83.7% | +74.2% |
| 3Y | +202.7% | +70.6% | +132.1% | +66.3% |
| All | +232.1% | +54.8% | +177.3% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling