+6.7%
AMZN vs HWM
+5.4%
+1.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.3% | +10.4% | +6.6% |
| 7D | +4.5% | +9.4% | -4.9% | +3.2% |
| 30D | +5.8% | -7.0% | +12.8% | +6.5% |
| 3M | -4.1% | -25.9% | +21.8% | -0.9% |
| 6M | -2.2% | -10.8% | +8.6% | -1.2% |
| YTD | +15.3% | +4.3% | +10.9% | +16.1% |
| 1Y | +6.7% | +4.4% | +2.3% | +8.4% |
| All | +6.7% | +5.4% | +1.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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