+140.5%
HPQ vs ACM
+252.1%
-111.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +3.2% | +5.6% | -2.5% | +0.7% |
| 30D | -3.6% | +20.8% | -24.4% | -11.1% |
| 3M | -5.3% | +11.4% | -16.7% | -10.0% |
| 6M | +41.1% | +0.9% | +40.2% | +39.3% |
| YTD | +36.9% | -24.8% | +61.7% | +51.2% |
| 1Y | +23.5% | -46.4% | +70.0% | +56.7% |
| 3Y | +19.6% | -9.2% | +28.8% | +20.2% |
| 5Y | +11.4% | +5.0% | +6.4% | +4.9% |
| 10Y | +160.6% | +130.6% | +30.0% | +73.2% |
| All | +140.5% | +252.1% | -111.6% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling