+495.9%
HPE vs AMC
-98.9%
+594.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.4% | +11.1% | +7.9% |
| 7D | +10.1% | -0.8% | +10.9% | +10.1% |
| 30D | +5.3% | -1.2% | +6.4% | +5.2% |
| 3M | +12.7% | +42.2% | -29.5% | +9.6% |
| 6M | +167.7% | +118.8% | +48.9% | +153.9% |
| YTD | +135.5% | +64.1% | +71.4% | +126.3% |
| 1Y | +143.4% | -9.5% | +152.9% | +140.6% |
| 3Y | +249.2% | -64.3% | +313.5% | +249.8% |
| 5Y | +343.8% | -99.5% | +443.3% | +407.0% |
| 10Y | +495.9% | -98.9% | +594.8% | +424.3% |
| All | +495.9% | -98.9% | +594.8% | +424.3% |
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