+362.8%
HPE vs AME
+83.9%
+278.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.6% |
| 7D | +13.6% | +1.3% | +12.3% | +12.4% |
| 30D | +7.7% | -6.6% | +14.3% | +13.5% |
| 3M | +22.4% | +3.0% | +19.4% | +19.9% |
| 6M | +172.6% | +5.3% | +167.3% | +162.0% |
| YTD | +147.5% | +15.4% | +132.1% | +122.2% |
| 1Y | +151.8% | +26.8% | +125.0% | +110.0% |
| 3Y | +267.1% | +56.5% | +210.5% | +157.6% |
| 5Y | +362.8% | +85.2% | +277.5% | +177.8% |
| All | +362.8% | +83.9% | +278.9% | +177.8% |
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