-11.1%
AMRZ vs HBM
+36.9%
-48.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.0% | -6.7% | +0.6% |
| 7D | -1.1% | +5.0% | -6.2% | -2.1% |
| 30D | +18.3% | -12.7% | +31.0% | +20.9% |
| 3M | -8.0% | -17.4% | +9.5% | -5.4% |
| 6M | -18.7% | -8.9% | -9.8% | -19.6% |
| YTD | -19.8% | +14.9% | -34.7% | -25.5% |
| All | -11.1% | +36.9% | -48.0% | -20.6% |
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