+621.7%
HPE vs ACWI
+248.3%
+373.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.4% |
| 7D | -0.6% | +0.5% | -1.1% | -1.2% |
| 30D | -2.3% | +0.9% | -3.2% | -3.2% |
| 3M | -2.9% | +2.4% | -5.3% | -5.1% |
| 6M | +143.6% | +12.4% | +131.2% | +111.7% |
| YTD | +118.5% | +15.2% | +103.4% | +84.5% |
| 1Y | +129.2% | +22.7% | +106.5% | +79.2% |
| 3Y | +212.5% | +75.8% | +136.7% | +60.6% |
| 5Y | +286.9% | +67.7% | +219.2% | +110.8% |
| 10Y | +432.3% | +229.0% | +203.3% | +20.4% |
| All | +621.7% | +248.3% | +373.4% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling