+143.4%
HPE vs AMC
-6.9%
+150.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.5% |
| 6M | +167.7% | +118.8% | +48.9% | +130.4% |
| YTD | +135.5% | +64.1% | +71.4% | +110.6% |
| 1Y | +143.4% | -9.5% | +152.9% | +130.9% |
| All | +143.4% | -6.9% | +150.3% | +130.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling