+522.9%
HPE vs AMC
-98.4%
+621.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.3% |
| 7D | -18.7% | +2.6% | -21.3% | -18.8% |
| 30D | -37.9% | +9.0% | -46.9% | -38.2% |
| 3M | -14.4% | +22.2% | -36.6% | -15.4% |
| 6M | +48.2% | +91.5% | -43.2% | +41.6% |
| YTD | +88.6% | +101.3% | -12.7% | +79.0% |
| 1Y | +94.8% | +20.8% | +74.0% | +89.6% |
| 3Y | +202.7% | -71.3% | +274.0% | +206.8% |
| 5Y | +231.6% | -99.2% | +330.9% | +275.0% |
| 10Y | +361.9% | -98.7% | +460.6% | +353.9% |
| All | +522.9% | -98.4% | +621.4% | +495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling