+96.6%
AMCR vs HBM
+258.9%
-162.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -2.4% |
| 7D | -1.8% | +7.4% | -9.2% | -2.5% |
| 30D | -6.0% | +5.1% | -11.1% | -6.6% |
| 3M | +18.9% | +11.1% | +7.8% | +17.2% |
| 6M | +5.7% | +30.2% | -24.6% | +2.1% |
| YTD | +11.1% | +46.2% | -35.1% | +5.9% |
| 1Y | +12.7% | +120.0% | -107.3% | +3.1% |
| 3Y | +9.6% | +527.4% | -517.8% | -10.6% |
| 5Y | -10.3% | +400.4% | -410.7% | -27.0% |
| 10Y | +16.5% | +621.5% | -605.0% | -12.5% |
| All | +96.6% | +258.9% | -162.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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