+717.5%
HPE vs AMCR
+51.0%
+666.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.9% | +6.3% |
| 7D | +13.6% | -6.3% | +19.9% | +16.7% |
| 30D | +7.7% | -7.1% | +14.9% | +10.8% |
| 3M | +22.4% | +12.7% | +9.7% | +14.5% |
| 6M | +172.6% | +5.2% | +167.4% | +161.2% |
| YTD | +147.5% | +8.1% | +139.5% | +133.1% |
| 1Y | +151.8% | +11.7% | +140.1% | +132.3% |
| 3Y | +267.1% | +9.9% | +257.1% | +232.0% |
| 5Y | +362.8% | -8.7% | +371.4% | +357.4% |
| 10Y | +540.2% | +16.8% | +523.3% | +422.0% |
| All | +717.5% | +51.0% | +666.4% | +561.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling