+8.9%
HBAN vs AMRZ
-20.1%
+29.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.0% | -7.5% | +6.5% | +0.7% |
| 30D | -5.6% | -12.4% | +6.8% | -2.8% |
| 3M | -1.1% | -22.4% | +21.2% | +4.0% |
| 6M | +9.9% | -29.5% | +39.4% | +17.4% |
| YTD | -0.9% | -24.1% | +23.2% | +4.2% |
| 1Y | -1.4% | -26.3% | +24.9% | +3.7% |
| All | +8.9% | -20.1% | +29.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling