+1,360.1%
HD vs AMP
+1,967.6%
-607.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +1.5% | +3.9% | -2.4% | +0.1% |
| 30D | +18.0% | +5.1% | +12.9% | +15.9% |
| 3M | +2.8% | -8.7% | +11.5% | +6.2% |
| 6M | +17.0% | +11.4% | +5.5% | +11.9% |
| YTD | +3.5% | +7.3% | -3.8% | -0.3% |
| 1Y | -2.6% | +14.6% | -17.1% | -8.5% |
| 3Y | +30.7% | +61.2% | -30.5% | +6.0% |
| 5Y | +6.2% | +81.0% | -74.8% | -19.0% |
| 10Y | +242.7% | +468.0% | -225.3% | +58.7% |
| All | +1,360.1% | +1,967.6% | -607.5% | +255.6% |
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