-99.9%
AMIX vs HBM
+287.8%
-387.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | 0.0% | -20.0% | -20.0% |
| 7D | -8.1% | -1.3% | -6.8% | -7.7% |
| 30D | -52.3% | -14.8% | -37.4% | -50.0% |
| 3M | -83.8% | -20.7% | -63.1% | -82.6% |
| 6M | -79.0% | -13.9% | -65.0% | -78.5% |
| YTD | -87.2% | +10.6% | -97.8% | -86.5% |
| 1Y | -91.7% | +32.4% | -124.1% | -91.0% |
| All | -99.9% | +287.8% | -387.7% | -99.9% |
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