+60.4%
AMGN vs HWM
+48.6%
+11.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.1% | -2.1% | +3.2% | +1.4% |
| 30D | +7.8% | -11.0% | +18.8% | +9.6% |
| 3M | +27.3% | +4.0% | +23.2% | +25.3% |
| 6M | +16.8% | -0.2% | +17.1% | +15.3% |
| YTD | +36.3% | +26.7% | +9.7% | +30.4% |
| 1Y | +60.4% | +44.7% | +15.7% | +52.8% |
| All | +60.4% | +48.6% | +11.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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