+203.4%
HD vs AMP
+584.2%
-380.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -3.9% | -2.0% | -1.8% | -3.1% |
| 30D | -13.1% | -1.7% | -11.4% | -12.6% |
| 3M | -3.4% | +23.2% | -26.7% | -11.3% |
| 6M | -12.6% | +22.2% | -34.7% | -19.6% |
| YTD | -9.2% | +14.0% | -23.2% | -14.8% |
| 1Y | -23.9% | +14.0% | -37.9% | -28.7% |
| 3Y | +0.4% | +67.0% | -66.6% | -21.4% |
| 5Y | +4.5% | +123.2% | -118.7% | -29.1% |
| All | +203.4% | +584.2% | -380.8% | +31.9% |
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