-4.6%
HD vs AMC
+38.0%
-42.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.3% | -0.8% | +6.0% |
| 7D | +11.9% | +17.7% | -5.8% | +10.8% |
| 30D | +26.4% | +26.2% | +0.3% | +24.6% |
| 3M | +2.8% | +31.3% | -28.5% | +0.9% |
| 6M | +15.5% | +142.8% | -127.3% | +4.8% |
| YTD | +5.5% | +125.6% | -120.1% | -5.1% |
| 1Y | -4.6% | +40.2% | -44.8% | -10.8% |
| All | -4.6% | +38.0% | -42.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling