+343.8%
HPE vs AMT
-31.2%
+375.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.8% |
| 7D | +10.1% | -0.2% | +10.3% | +10.1% |
| 30D | +5.3% | +1.8% | +3.4% | +5.2% |
| 3M | +12.7% | -6.2% | +18.9% | +13.0% |
| 6M | +167.7% | -5.0% | +172.6% | +168.4% |
| YTD | +135.5% | +2.1% | +133.4% | +134.5% |
| 1Y | +143.4% | -5.7% | +149.1% | +143.9% |
| 3Y | +249.2% | +7.9% | +241.2% | +228.7% |
| 5Y | +343.8% | -32.3% | +376.2% | +297.5% |
| All | +343.8% | -31.2% | +375.1% | +297.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling