+256.9%
HL vs AMP
+589.3%
-332.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -4.4% | -0.5% | -3.8% | -4.2% |
| 30D | +9.3% | -1.3% | +10.6% | +9.8% |
| 3M | +32.0% | +24.2% | +7.8% | +21.2% |
| 6M | -6.4% | +24.6% | -31.0% | -14.4% |
| YTD | +3.1% | +14.8% | -11.7% | -2.8% |
| 1Y | +77.6% | +12.8% | +64.8% | +67.7% |
| 3Y | +392.8% | +69.0% | +323.9% | +288.8% |
| 5Y | +234.1% | +124.9% | +109.2% | +132.2% |
| All | +256.9% | +589.3% | -332.4% | +100.1% |
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