+198.9%
HPQ vs ACGL
+263.8%
-64.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.3% |
| 7D | -0.5% | -2.9% | +2.5% | +0.9% |
| 30D | +3.7% | -2.8% | +6.5% | +5.1% |
| 3M | +24.3% | +6.8% | +17.5% | +20.3% |
| 6M | +64.8% | -1.5% | +66.3% | +65.1% |
| YTD | +43.9% | -0.2% | +44.1% | +42.7% |
| 1Y | +11.7% | +5.3% | +6.4% | +7.4% |
| 3Y | +19.7% | +30.3% | -10.6% | -1.6% |
| 5Y | +32.2% | +151.8% | -119.6% | -29.4% |
| 10Y | +198.9% | +266.9% | -67.9% | +27.0% |
| All | +198.9% | +263.8% | -64.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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