+217.2%
HPQ vs ACM
+131.7%
+85.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.0% |
| 7D | +3.5% | -5.9% | +9.4% | +6.7% |
| 30D | +13.7% | -6.2% | +19.9% | +16.7% |
| 3M | +33.9% | -7.9% | +41.7% | +38.3% |
| 6M | +80.9% | -30.6% | +111.5% | +115.3% |
| YTD | +52.6% | -33.3% | +85.9% | +83.6% |
| 1Y | +21.2% | -49.2% | +70.4% | +67.7% |
| 3Y | +26.9% | -23.5% | +50.3% | +37.8% |
| 5Y | +41.1% | +0.9% | +40.2% | +30.4% |
| All | +217.2% | +131.7% | +85.5% | +92.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling