+522.9%
HPE vs AMBA
+3.1%
+519.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | -0.1% |
| 7D | -18.7% | -7.2% | -11.5% | -17.1% |
| 30D | -37.9% | -10.4% | -27.5% | -36.1% |
| 3M | -14.4% | -30.1% | +15.7% | -6.9% |
| 6M | +48.2% | -22.4% | +70.7% | +52.6% |
| YTD | +88.6% | -17.3% | +106.0% | +89.3% |
| 1Y | +94.8% | -35.4% | +130.2% | +105.7% |
| 3Y | +202.7% | +18.6% | +184.1% | +165.1% |
| 5Y | +231.6% | -69.8% | +301.5% | +254.3% |
| 10Y | +361.9% | +1.1% | +360.8% | +227.0% |
| All | +522.9% | +3.1% | +519.9% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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