+276.2%
HPE vs AME
+77.7%
+198.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.1% |
| 7D | +7.9% | +5.9% | +2.0% | +2.9% |
| 30D | -23.5% | -1.9% | -21.6% | -21.9% |
| 3M | -19.1% | -5.4% | -13.7% | -14.7% |
| 6M | +51.4% | +4.9% | +46.5% | +47.8% |
| YTD | +103.4% | +18.5% | +85.0% | +80.3% |
| 1Y | +114.4% | +25.5% | +88.9% | +81.8% |
| 3Y | +224.7% | +63.0% | +161.6% | +120.5% |
| All | +276.2% | +77.7% | +198.5% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling