+621.7%
HPE vs AMC
-98.7%
+720.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -4.7% |
| 7D | -0.6% | +2.3% | -2.9% | -0.7% |
| 30D | -2.3% | -0.7% | -1.5% | -2.3% |
| 3M | -2.9% | +35.2% | -38.1% | -5.3% |
| 6M | +143.6% | +124.6% | +19.0% | +130.3% |
| YTD | +118.5% | +69.9% | +48.6% | +109.4% |
| 1Y | +129.2% | -2.6% | +131.8% | +125.6% |
| 3Y | +212.5% | -79.8% | +292.3% | +220.4% |
| 5Y | +286.9% | -99.4% | +386.3% | +342.3% |
| 10Y | +432.3% | -98.9% | +531.2% | +422.3% |
| All | +621.7% | -98.7% | +720.4% | +597.0% |
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 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