+621.7%
HPE vs AMT
+140.7%
+481.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -2.3% | +4.6% | -6.9% | -3.3% |
| 3M | -2.9% | -8.4% | +5.6% | -1.3% |
| 6M | +143.6% | -6.0% | +149.6% | +144.9% |
| YTD | +118.5% | +2.1% | +116.4% | +114.7% |
| 1Y | +129.2% | -6.4% | +135.6% | +129.7% |
| 3Y | +212.5% | +8.1% | +204.5% | +186.8% |
| 5Y | +286.9% | -31.9% | +318.8% | +312.2% |
| 10Y | +432.3% | +97.1% | +335.2% | +235.5% |
| All | +621.7% | +140.7% | +481.0% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling