+1,358.3%
HD vs AMP
+1,943.9%
-585.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -0.5% | +1.2% | -1.6% | -0.9% |
| 30D | +18.5% | +4.4% | +14.0% | +16.7% |
| 3M | +2.2% | -8.8% | +11.0% | +5.6% |
| 6M | +13.8% | +9.9% | +3.9% | +9.5% |
| YTD | +3.4% | +6.1% | -2.7% | +0.1% |
| 1Y | -3.5% | +10.6% | -14.1% | -8.1% |
| 3Y | +29.0% | +58.8% | -29.8% | +5.2% |
| 5Y | +6.1% | +79.0% | -72.9% | -18.8% |
| 10Y | +242.3% | +461.5% | -219.2% | +59.2% |
| All | +1,358.3% | +1,943.9% | -585.6% | +256.7% |
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 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