+563.1%
HPE vs AMCR
+14.6%
+548.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.6% | +14.0% | +13.2% |
| 7D | +19.4% | -6.3% | +25.7% | +22.8% |
| 30D | +5.6% | -7.8% | +13.4% | +9.2% |
| 3M | +33.1% | +7.5% | +25.5% | +26.5% |
| 6M | +192.5% | +2.7% | +189.8% | +182.1% |
| YTD | +160.9% | +6.0% | +154.9% | +146.3% |
| 1Y | +155.0% | +7.8% | +147.2% | +137.4% |
| 3Y | +289.4% | +5.8% | +283.6% | +254.8% |
| 5Y | +395.7% | -11.6% | +407.3% | +395.6% |
| All | +563.1% | +14.6% | +548.5% | +447.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling