+561.5%
HPE vs AMT
+161.5%
+400.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -7.1% | +0.4% | -7.5% | -7.3% |
| 30D | -35.3% | +3.7% | -39.0% | -35.9% |
| 3M | -10.4% | +10.7% | -21.2% | -12.6% |
| 6M | +52.5% | +9.3% | +43.2% | +48.1% |
| YTD | +100.3% | +10.9% | +89.3% | +92.8% |
| 1Y | +106.4% | +10.5% | +95.9% | +98.8% |
| 3Y | +227.4% | +15.5% | +211.9% | +197.1% |
| 5Y | +250.6% | -20.6% | +271.2% | +256.6% |
| 10Y | +365.4% | +124.5% | +240.8% | +179.0% |
| All | +561.5% | +161.5% | +400.0% | +247.3% |
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