+2.6%
HAL vs AMCR
+14.6%
-12.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | +0.2% |
| 7D | -3.3% | -6.3% | +2.9% | -0.1% |
| 30D | +8.2% | -7.8% | +16.0% | +12.6% |
| 3M | -9.4% | +7.5% | -17.0% | -14.0% |
| 6M | +0.6% | +2.7% | -2.1% | -3.9% |
| YTD | +28.6% | +6.0% | +22.5% | +19.7% |
| 1Y | +63.9% | +7.8% | +56.1% | +50.3% |
| 3Y | -7.1% | +5.8% | -12.9% | -16.8% |
| 5Y | +102.3% | -11.6% | +113.9% | +100.4% |
| All | +2.6% | +14.6% | -12.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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