+18.7%
HPQ vs ACM
-45.8%
+64.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +6.9% | -3.7% | +10.7% | +8.3% |
| 30D | +14.4% | -11.1% | +25.6% | +18.7% |
| 3M | +25.6% | -8.0% | +33.6% | +28.6% |
| 6M | +75.0% | -29.7% | +104.7% | +90.6% |
| YTD | +50.7% | -29.4% | +80.1% | +64.2% |
| 1Y | +18.7% | -46.4% | +65.1% | +42.9% |
| All | +18.7% | -45.8% | +64.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling