+44.9%
AMZN vs HBM
+392.2%
-347.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -1.0% | +5.5% | -6.5% | -2.1% |
| 30D | -9.2% | +3.3% | -12.5% | -10.0% |
| 3M | +3.4% | +12.7% | -9.3% | -0.1% |
| 6M | +18.2% | +28.2% | -10.0% | +9.9% |
| YTD | +9.3% | +45.3% | -36.0% | -2.3% |
| 1Y | +5.9% | +121.7% | -115.8% | -14.4% |
| 3Y | +82.6% | +523.5% | -440.9% | +12.4% |
| 5Y | +44.9% | +393.9% | -349.0% | -7.1% |
| All | +44.9% | +392.2% | -347.4% | -7.1% |
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