+8.7%
HPQ vs ACGL
+159.2%
-150.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.4% | -2.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -11.7% | +13.7% | -25.5% | -14.6% |
| 3M | +2.0% | +8.0% | -6.1% | -0.1% |
| 6M | +35.9% | +13.3% | +22.6% | +31.4% |
| YTD | +32.7% | +11.8% | +20.8% | +28.5% |
| 1Y | +14.3% | +22.2% | -7.9% | +8.0% |
| 3Y | +17.8% | +32.5% | -14.6% | +6.7% |
| All | +8.7% | +159.2% | -150.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling