+42.7%
HAL vs AMCR
+100.3%
-57.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.1% | -2.4% | +8.5% | +7.0% |
| 30D | +2.9% | +3.6% | -0.7% | +1.1% |
| 3M | +3.3% | -4.2% | +7.5% | +4.6% |
| 6M | -16.9% | +15.5% | -32.4% | -22.9% |
| YTD | +21.2% | +9.7% | +11.4% | +13.1% |
| 1Y | +27.5% | +8.3% | +19.2% | +19.7% |
| 3Y | -6.4% | +15.4% | -21.8% | -16.2% |
| 5Y | +58.0% | -9.1% | +67.1% | +56.2% |
| 10Y | -14.6% | +18.6% | -33.3% | -28.4% |
| All | +42.7% | +100.3% | -57.5% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling