+593.2%
HBM vs AMP
+3,737.9%
-3,144.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.3% | -7.8% | -7.7% |
| 7D | -3.7% | -2.0% | -1.7% | -2.4% |
| 30D | -3.7% | -1.7% | -2.0% | -2.7% |
| 3M | +8.0% | +23.2% | -15.2% | -6.6% |
| 6M | +15.8% | +22.2% | -6.4% | +0.6% |
| YTD | +34.4% | +14.0% | +20.4% | +20.7% |
| 1Y | +98.2% | +14.0% | +84.2% | +77.7% |
| 3Y | +476.6% | +67.0% | +409.6% | +291.8% |
| 5Y | +331.1% | +123.2% | +207.9% | +144.8% |
| 10Y | +591.6% | +578.5% | +13.1% | +85.0% |
| All | +593.2% | +3,737.9% | -3,144.6% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling