+116.4%
HPE vs AMCR
+32.3%
+84.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -8.9% | -5.5% |
| 7D | -17.0% | +6.2% | -23.2% | -17.0% |
| 30D | -26.7% | +16.0% | -42.8% | -27.1% |
| 3M | -4.1% | +4.4% | -8.5% | -3.5% |
| 6M | +75.4% | +35.5% | +39.9% | +63.6% |
| YTD | +111.0% | +21.5% | +89.5% | +107.3% |
| 1Y | +116.4% | +30.7% | +85.7% | +107.7% |
| All | +116.4% | +32.3% | +84.2% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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