+489.7%
HPE vs AME
+427.9%
+61.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.4% | -5.6% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +1.5% | -8.6% | +10.2% | +9.0% |
| 3M | +21.7% | +5.8% | +16.0% | +16.7% |
| 6M | +164.2% | +3.8% | +160.3% | +156.5% |
| YTD | +132.1% | +14.4% | +117.6% | +109.0% |
| 1Y | +130.6% | +25.8% | +104.9% | +92.4% |
| 3Y | +244.1% | +55.2% | +188.9% | +141.1% |
| 5Y | +340.8% | +85.5% | +255.3% | +165.9% |
| All | +489.7% | +427.9% | +61.9% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling