+824.0%
HD vs AMCR
+106.4%
+717.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | -8.4% | -4.1% | -4.3% | -7.2% |
| 3M | +4.3% | +21.7% | -17.3% | -1.8% |
| 6M | -11.1% | +1.5% | -12.6% | -11.8% |
| YTD | -4.7% | +13.1% | -17.8% | -8.7% |
| 1Y | -19.8% | +16.5% | -36.3% | -24.0% |
| 3Y | +4.1% | +10.3% | -6.2% | -0.4% |
| 5Y | +10.3% | -7.7% | +18.0% | +10.6% |
| 10Y | +203.2% | +24.6% | +178.5% | +169.3% |
| All | +824.0% | +106.4% | +717.6% | +721.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling