+621.7%
HPE vs AME
+373.4%
+248.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.7% |
| 7D | -0.6% | +0.6% | -1.2% | -1.1% |
| 30D | -2.3% | -6.7% | +4.4% | +3.2% |
| 3M | -2.9% | +4.1% | -6.9% | -5.7% |
| 6M | +143.6% | +1.6% | +142.0% | +140.3% |
| YTD | +118.5% | +16.1% | +102.4% | +94.4% |
| 1Y | +129.2% | +27.3% | +101.9% | +89.2% |
| 3Y | +212.5% | +50.9% | +161.7% | +123.4% |
| 5Y | +286.9% | +81.4% | +205.5% | +137.1% |
| 10Y | +432.3% | +417.0% | +15.4% | +52.9% |
| All | +621.7% | +373.4% | +248.3% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling