+5.8%
HD vs AMC
-99.3%
+105.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -1.9% |
| 7D | +4.3% | +2.6% | +1.7% | +4.2% |
| 30D | +20.2% | +9.0% | +11.2% | +19.7% |
| 3M | -1.0% | +22.2% | -23.2% | -2.0% |
| 6M | +7.9% | +91.5% | -83.6% | +3.8% |
| YTD | +2.0% | +101.3% | -99.3% | -2.5% |
| 1Y | -4.3% | +20.8% | -25.1% | -6.6% |
| 3Y | +25.9% | -71.3% | +97.3% | +28.2% |
| All | +5.8% | -99.3% | +105.0% | +18.9% |
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