+7.8%
HD vs AMC
-99.3%
+107.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.5% | +11.0% | -1.0% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | +22.1% | +4.4% | +17.7% | +21.8% |
| 3M | -0.2% | +15.4% | -15.5% | -1.0% |
| 6M | +12.6% | +93.7% | -81.1% | +8.3% |
| YTD | +3.9% | +97.4% | -93.5% | -0.5% |
| 1Y | -3.7% | +23.2% | -26.9% | -6.1% |
| 3Y | +27.9% | -71.3% | +99.1% | +30.1% |
| 5Y | +7.8% | -99.3% | +107.1% | +20.7% |
| All | +7.8% | -99.3% | +107.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling