+246.3%
HPE vs AMP
+65.4%
+180.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.5% |
| 7D | +1.4% | -2.0% | +3.5% | +2.9% |
| 30D | +1.5% | -1.7% | +3.2% | +2.8% |
| 3M | +21.7% | +23.2% | -1.5% | +3.3% |
| 6M | +164.2% | +22.2% | +142.0% | +124.8% |
| YTD | +132.1% | +14.0% | +118.1% | +107.3% |
| 1Y | +130.6% | +14.0% | +116.6% | +105.7% |
| All | +246.3% | +65.4% | +180.9% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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