-20.2%
AMRZ vs HBM
+125.5%
-145.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | -2.1% | +2.2% | -4.3% | -2.5% |
| 30D | +13.0% | -11.8% | +24.8% | +15.1% |
| 3M | -12.1% | -19.2% | +7.1% | -9.4% |
| 6M | -19.1% | -22.9% | +3.7% | -17.0% |
| YTD | -23.3% | +7.8% | -31.1% | -26.8% |
| 1Y | -16.6% | +34.9% | -51.5% | -23.1% |
| All | -20.2% | +125.5% | -145.7% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling