-99.8%
AMIX vs HBM
+412.5%
-512.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -1.9% |
| 7D | -3.4% | +7.4% | -10.7% | -5.4% |
| 30D | -54.4% | +5.1% | -59.4% | -54.9% |
| 3M | -45.7% | +11.1% | -56.9% | -48.9% |
| 6M | -49.2% | +30.2% | -79.4% | -51.5% |
| YTD | -60.3% | +46.2% | -106.6% | -61.4% |
| 1Y | -81.4% | +120.0% | -201.4% | -80.7% |
| All | -99.8% | +412.5% | -512.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling