+143.8%
HPQ vs ACI
+25.9%
+117.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +6.9% | +0.2% | +6.8% | +6.9% |
| 30D | +14.4% | +5.9% | +8.5% | +13.5% |
| 3M | +25.6% | -19.8% | +45.4% | +28.9% |
| 6M | +75.0% | -24.7% | +99.8% | +80.9% |
| YTD | +50.7% | -24.4% | +75.1% | +55.4% |
| 1Y | +18.7% | -31.5% | +50.1% | +23.9% |
| 3Y | +21.5% | -38.7% | +60.2% | +28.1% |
| 5Y | +31.6% | -42.8% | +74.4% | +37.2% |
| All | +143.8% | +25.9% | +117.9% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling