+19.7%
HPQ vs ACI
-43.5%
+63.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -4.0% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | +3.7% | +1.1% | +2.6% | +3.6% |
| 3M | +24.3% | -23.6% | +48.0% | +28.1% |
| 6M | +64.8% | -29.9% | +94.7% | +71.5% |
| YTD | +43.9% | -26.9% | +70.8% | +48.6% |
| 1Y | +11.7% | -34.2% | +45.9% | +16.5% |
| 3Y | +19.7% | -43.6% | +63.3% | +28.8% |
| All | +19.7% | -43.5% | +63.1% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling