+289.4%
HPE vs AMCR
+6.5%
+282.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.6% | +14.0% | +12.8% |
| 7D | +19.4% | -6.3% | +25.7% | +21.1% |
| 30D | +5.6% | -7.8% | +13.4% | +7.5% |
| 3M | +33.1% | +7.5% | +25.5% | +28.7% |
| 6M | +192.5% | +2.7% | +189.8% | +185.2% |
| YTD | +160.9% | +6.0% | +154.9% | +151.7% |
| 1Y | +155.0% | +7.8% | +147.2% | +144.3% |
| 3Y | +289.4% | +5.8% | +283.6% | +265.2% |
| All | +289.4% | +6.5% | +282.9% | +265.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling