+643.8%
AMZN vs HWM
+1,503.5%
-859.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.8% | +11.1% | -8.4% | +0.4% |
| 30D | +3.4% | +3.0% | +0.5% | +2.4% |
| 3M | +0.1% | -20.7% | +20.8% | +4.7% |
| 6M | +0.6% | -17.2% | +17.8% | +4.0% |
| YTD | +15.9% | +9.1% | +6.8% | +11.8% |
| 1Y | +9.5% | +9.0% | +0.5% | +5.6% |
| 3Y | +86.3% | +353.8% | -267.6% | +30.6% |
| 5Y | +51.7% | +608.0% | -556.3% | -2.1% |
| All | +643.8% | +1,503.5% | -859.7% | +289.0% |
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