+164.8%
HPQ vs ACM
+230.8%
-66.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +6.9% | -3.7% | +10.7% | +8.6% |
| 30D | +14.4% | -11.1% | +25.6% | +19.6% |
| 3M | +25.6% | -8.0% | +33.6% | +29.2% |
| 6M | +75.0% | -29.7% | +104.7% | +100.7% |
| YTD | +50.7% | -29.4% | +80.1% | +71.4% |
| 1Y | +18.7% | -46.4% | +65.1% | +50.9% |
| 3Y | +21.5% | -22.3% | +43.9% | +30.6% |
| 5Y | +31.6% | +4.5% | +27.1% | +24.5% |
| 10Y | +216.1% | +127.6% | +88.4% | +111.9% |
| All | +164.8% | +230.8% | -66.0% | +35.7% |
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