+38.6%
HPQ vs ACI
-43.7%
+82.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.3% |
| 7D | +2.2% | -5.0% | +7.3% | +3.2% |
| 30D | +9.7% | -2.3% | +12.1% | +10.2% |
| 3M | +32.7% | -23.2% | +55.9% | +37.8% |
| 6M | +77.7% | -29.5% | +107.2% | +86.7% |
| YTD | +51.0% | -28.6% | +79.6% | +58.0% |
| 1Y | +18.4% | -34.0% | +52.4% | +25.4% |
| 3Y | +25.6% | -45.0% | +70.5% | +36.2% |
| 5Y | +38.6% | -44.0% | +82.6% | +44.1% |
| All | +38.6% | -43.7% | +82.3% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling