+239.4%
HPE vs AMIX
-100.0%
+339.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -20.0% | +24.8% | +5.0% |
| 7D | +0.3% | -8.1% | +8.4% | +0.4% |
| 30D | -28.6% | -52.3% | +23.7% | -28.1% |
| 3M | -7.4% | -83.8% | +76.4% | -6.1% |
| 6M | +63.7% | -79.0% | +142.6% | +61.7% |
| YTD | +111.7% | -87.2% | +198.9% | +109.5% |
| 1Y | +123.5% | -91.7% | +215.2% | +121.7% |
| All | +239.4% | -100.0% | +339.4% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 3y: compounded portfolio wealth divided by compounded AMIX 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…
3y analysis · Full analysis span regression · 6 months rolling