+370.3%
HPE vs AMC
-98.8%
+469.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.6% |
| 7D | +7.9% | +3.5% | +4.4% | +7.7% |
| 30D | -23.5% | +12.5% | -35.9% | -23.9% |
| 3M | -19.1% | +23.6% | -42.6% | -20.0% |
| 6M | +51.4% | +144.4% | -93.0% | +43.2% |
| YTD | +103.4% | +108.3% | -4.9% | +93.1% |
| 1Y | +114.4% | +38.9% | +75.5% | +107.5% |
| 3Y | +224.7% | -58.9% | +283.5% | +223.6% |
| 5Y | +277.8% | -99.2% | +376.9% | +323.3% |
| All | +370.3% | -98.8% | +469.1% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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