-20.3%
AMRZ vs HBM
+128.0%
-148.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.7% |
| 7D | -4.0% | +5.1% | -9.1% | -4.9% |
| 30D | +12.4% | -15.8% | +28.2% | +15.5% |
| 3M | -11.5% | -22.4% | +10.9% | -8.1% |
| 6M | -21.6% | -20.2% | -1.4% | -20.1% |
| YTD | -23.4% | +9.0% | -32.4% | -27.0% |
| 1Y | -17.2% | +27.4% | -44.5% | -23.1% |
| All | -20.3% | +128.0% | -148.3% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling