+129.2%
HPE vs AME
+29.8%
+99.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.6% |
| 7D | -0.6% | +0.6% | -1.2% | -1.1% |
| 30D | -2.3% | -6.7% | +4.4% | +3.1% |
| 3M | -2.9% | +4.1% | -6.9% | -5.1% |
| 6M | +143.6% | +1.6% | +142.0% | +139.5% |
| YTD | +118.5% | +16.1% | +102.4% | +99.5% |
| 1Y | +129.2% | +27.3% | +101.9% | +99.1% |
| All | +129.2% | +29.8% | +99.4% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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