+167.6%
HPQ vs ACI
+21.2%
+146.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.2% | +5.2% | +7.9% |
| 7D | +9.8% | -3.7% | +13.5% | +10.4% |
| 30D | +22.4% | +0.6% | +21.8% | +22.3% |
| 3M | +45.2% | -20.3% | +65.5% | +49.2% |
| 6M | +96.4% | -24.7% | +121.1% | +103.0% |
| YTD | +65.4% | -27.2% | +92.6% | +71.6% |
| 1Y | +31.6% | -32.7% | +64.3% | +37.8% |
| 3Y | +37.0% | -43.9% | +80.9% | +46.3% |
| 5Y | +53.0% | -38.9% | +91.9% | +59.2% |
| All | +167.6% | +21.2% | +146.4% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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