+542.7%
AMZN vs HWM
+1,330.2%
-787.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -1.0% | -8.0% | +7.0% | +0.7% |
| 30D | -9.2% | -18.0% | +8.8% | -5.4% |
| 3M | +3.4% | -9.5% | +12.9% | +5.2% |
| 6M | +18.2% | -8.4% | +26.6% | +19.6% |
| YTD | +9.3% | +13.6% | -4.3% | +5.0% |
| 1Y | +5.9% | +30.2% | -24.3% | -1.5% |
| 3Y | +82.6% | +392.2% | -309.6% | +26.9% |
| 5Y | +44.9% | +645.2% | -600.3% | -6.6% |
| All | +542.7% | +1,330.2% | -787.5% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling