+624.4%
HPQ vs ACGL
+4,853.1%
-4,228.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.4% | -2.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -11.7% | +13.7% | -25.5% | -15.0% |
| 3M | +2.0% | +8.0% | -6.1% | -0.4% |
| 6M | +35.9% | +13.3% | +22.6% | +30.7% |
| YTD | +32.7% | +11.8% | +20.8% | +27.8% |
| 1Y | +14.3% | +22.2% | -7.9% | +7.3% |
| 3Y | +17.8% | +32.5% | -14.6% | +6.3% |
| 5Y | +7.6% | +160.2% | -152.6% | -21.3% |
| 10Y | +171.7% | +338.5% | -166.9% | +73.4% |
| All | +624.4% | +4,853.1% | -4,228.7% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling