+238.8%
HPE vs AMIX
-100.0%
+338.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.3% | -0.1% |
| 7D | +13.6% | -10.9% | +24.4% | +13.7% |
| 30D | -27.1% | -55.0% | +27.9% | -26.6% |
| 3M | -14.5% | -82.0% | +67.6% | -13.4% |
| 6M | +66.9% | -80.4% | +147.4% | +65.0% |
| YTD | +111.3% | -88.3% | +199.6% | +109.3% |
| 1Y | +117.5% | -92.4% | +209.9% | +115.9% |
| All | +238.8% | -100.0% | +338.8% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling