+87.5%
AMZN vs HWM
+440.4%
-352.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.0% | -2.1% | -0.9% | -2.4% |
| 30D | -5.2% | -11.0% | +5.8% | -1.8% |
| 3M | +1.9% | +4.0% | -2.2% | 0.0% |
| 6M | +19.2% | -0.2% | +19.5% | +18.1% |
| YTD | +12.0% | +26.7% | -14.7% | +1.3% |
| 1Y | +9.7% | +44.7% | -35.0% | -5.9% |
| All | +87.5% | +440.4% | -352.9% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling