+677.7%
HPE vs AMP
+530.6%
+147.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.2% |
| 7D | +10.1% | +2.6% | +7.6% | +8.5% |
| 30D | +5.3% | +0.8% | +4.4% | +4.8% |
| 3M | +12.7% | +24.3% | -11.6% | -1.8% |
| 6M | +167.7% | +20.6% | +147.1% | +137.0% |
| YTD | +135.5% | +14.6% | +120.8% | +114.5% |
| 1Y | +143.4% | +14.5% | +128.8% | +121.8% |
| 3Y | +249.2% | +67.9% | +181.2% | +154.3% |
| 5Y | +343.8% | +122.5% | +221.3% | +169.4% |
| 10Y | +495.9% | +573.3% | -77.4% | +83.3% |
| All | +677.7% | +530.6% | +147.0% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling