+365.4%
HPE vs AMC
-98.6%
+464.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.3% | -2.1% | +5.8% |
| 7D | -7.1% | +6.6% | -13.7% | -7.4% |
| 30D | -35.3% | +14.1% | -49.4% | -35.7% |
| 3M | -10.4% | +31.3% | -41.7% | -11.8% |
| 6M | +52.5% | +126.7% | -74.2% | +44.7% |
| YTD | +100.3% | +117.9% | -17.7% | +89.7% |
| 1Y | +106.4% | +41.1% | +65.3% | +99.6% |
| 3Y | +227.4% | -61.0% | +288.4% | +227.0% |
| 5Y | +250.6% | -99.1% | +349.7% | +291.9% |
| 10Y | +365.4% | -98.7% | +464.0% | +300.0% |
| All | +365.4% | -98.6% | +464.0% | +300.0% |
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