-14.7%
AMRZ vs HBM
+32.9%
-47.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +1.2% | -3.6% | +4.8% | +1.9% |
| 30D | +15.1% | -19.2% | +34.2% | +19.3% |
| 3M | -18.1% | -20.5% | +2.4% | -15.3% |
| 6M | -23.5% | -12.8% | -10.6% | -23.8% |
| YTD | -21.6% | +5.4% | -27.0% | -25.4% |
| 1Y | -14.7% | +33.0% | -47.7% | -22.0% |
| All | -14.7% | +32.9% | -47.6% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling