+588.2%
HBM vs AMP
+589.3%
-1.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.0% |
| 7D | -3.3% | -0.5% | -2.8% | -3.0% |
| 30D | -4.8% | -1.3% | -3.5% | -4.1% |
| 3M | -0.4% | +24.2% | -24.6% | -15.4% |
| 6M | +17.9% | +24.6% | -6.7% | -0.3% |
| YTD | +33.7% | +14.8% | +18.9% | +18.3% |
| 1Y | +95.6% | +12.8% | +82.8% | +74.9% |
| 3Y | +458.1% | +69.0% | +389.2% | +258.8% |
| 5Y | +329.0% | +124.9% | +204.1% | +125.6% |
| All | +588.2% | +589.3% | -1.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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