+42.7%
AMGN vs HWM
+7.2%
+35.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +1.5% | +11.1% | -9.7% | -0.4% |
| 30D | +13.1% | +3.0% | +10.2% | +12.2% |
| 3M | +12.9% | -20.7% | +33.6% | +18.2% |
| 6M | +40.8% | -17.2% | +57.9% | +45.6% |
| YTD | +45.6% | +9.1% | +36.6% | +43.4% |
| 1Y | +42.7% | +9.0% | +33.7% | +41.6% |
| All | +42.7% | +7.2% | +35.5% | +41.6% |
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