+28.3%
HD vs AMC
-72.0%
+100.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.5% | +11.0% | -1.1% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | +22.1% | +4.4% | +17.7% | +21.9% |
| 3M | -0.2% | +15.4% | -15.5% | -0.8% |
| 6M | +12.6% | +93.7% | -81.1% | +9.3% |
| YTD | +3.9% | +97.4% | -93.5% | +0.4% |
| 1Y | -3.7% | +23.2% | -26.9% | -6.0% |
| All | +28.3% | -72.0% | +100.3% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling