+202.4%
HPE vs AMIX
-100.0%
+302.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -18.7% | -16.0% | -2.7% | -18.6% |
| 30D | -37.9% | -55.4% | +17.5% | -37.5% |
| 3M | -14.4% | -87.5% | +73.1% | -13.1% |
| 6M | +48.2% | -81.2% | +129.4% | +46.6% |
| YTD | +88.6% | -86.8% | +175.5% | +86.7% |
| 1Y | +94.8% | -91.6% | +186.4% | +93.2% |
| All | +202.4% | -100.0% | +302.4% | +202.6% |
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