+213.9%
HPQ vs ACM
+135.8%
+78.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +6.5% |
| 7D | +2.2% | -3.7% | +5.9% | +4.1% |
| 30D | +9.7% | -12.7% | +22.4% | +16.7% |
| 3M | +32.7% | -9.8% | +42.5% | +38.6% |
| 6M | +77.7% | -31.4% | +109.1% | +112.8% |
| YTD | +51.0% | -32.1% | +83.1% | +80.1% |
| 1Y | +18.4% | -47.8% | +66.2% | +61.5% |
| 3Y | +25.6% | -22.1% | +47.6% | +35.1% |
| 5Y | +38.6% | +1.8% | +36.8% | +27.6% |
| All | +213.9% | +135.8% | +78.1% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling