+32.2%
HPQ vs ACM
+4.8%
+27.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | +3.7% | -12.9% | +16.6% | +10.4% |
| 3M | +24.3% | -6.4% | +30.7% | +27.4% |
| 6M | +64.8% | -29.2% | +94.0% | +93.4% |
| YTD | +43.9% | -29.9% | +73.8% | +68.2% |
| 1Y | +11.7% | -47.3% | +58.9% | +51.7% |
| 3Y | +19.7% | -19.6% | +39.3% | +24.0% |
| 5Y | +32.2% | +5.5% | +26.7% | +13.8% |
| All | +32.2% | +4.8% | +27.5% | +13.8% |
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 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