+8.3%
HPQ vs ACM
+5.4%
+2.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +0.5% | +6.6% | -6.1% | -2.6% |
| 30D | -5.9% | +19.8% | -25.7% | -13.8% |
| 3M | -3.7% | -3.1% | -0.6% | -3.1% |
| 6M | +28.1% | -11.5% | +39.6% | +34.2% |
| YTD | +32.5% | -24.7% | +57.2% | +48.9% |
| 1Y | +18.1% | -45.1% | +63.2% | +57.0% |
| 3Y | +16.4% | -8.9% | +25.3% | +12.3% |
| All | +8.3% | +5.4% | +2.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling