+151.8%
HPE vs AMT
-6.0%
+157.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +13.6% | +1.5% | +12.2% | +14.2% |
| 30D | +7.7% | +3.7% | +4.0% | +9.1% |
| 3M | +22.4% | -7.2% | +29.6% | +20.7% |
| 6M | +172.6% | -4.2% | +176.8% | +175.3% |
| YTD | +147.5% | +1.9% | +145.6% | +150.7% |
| 1Y | +151.8% | -6.4% | +158.2% | +147.6% |
| All | +151.8% | -6.0% | +157.8% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling