+216.5%
HPE vs AMRZ
-20.3%
+236.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -6.0% |
| 7D | +1.4% | -8.1% | +9.5% | +3.3% |
| 30D | +1.5% | -14.8% | +16.4% | +5.3% |
| 3M | +21.7% | -19.7% | +41.5% | +27.0% |
| 6M | +164.2% | -30.8% | +195.0% | +186.0% |
| YTD | +132.1% | -24.3% | +156.3% | +143.4% |
| 1Y | +130.6% | -24.0% | +154.7% | +136.5% |
| All | +216.5% | -20.3% | +236.8% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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