+441.9%
HD vs AMC
-98.1%
+540.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.9% |
| 7D | -2.1% | +2.3% | -4.4% | -2.1% |
| 30D | -8.4% | -0.7% | -7.7% | -8.4% |
| 3M | +4.3% | +35.2% | -30.9% | +3.5% |
| 6M | -11.1% | +124.6% | -135.7% | -12.8% |
| YTD | -4.7% | +69.9% | -74.5% | -6.1% |
| 1Y | -19.8% | -2.6% | -17.2% | -20.3% |
| 3Y | +4.1% | -79.8% | +83.9% | +4.9% |
| 5Y | +10.3% | -99.4% | +109.7% | +14.7% |
| 10Y | +203.2% | -98.9% | +302.0% | +203.7% |
| All | +441.9% | -98.1% | +540.0% | +400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling