+206.4%
HD vs AMCR
+14.6%
+191.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | -3.8% | -6.3% | +2.4% | -1.2% |
| 30D | -9.4% | -7.8% | -1.6% | -6.3% |
| 3M | -4.6% | +7.5% | -12.1% | -7.4% |
| 6M | -10.1% | +2.7% | -12.8% | -11.4% |
| YTD | -8.3% | +6.0% | -14.4% | -11.3% |
| 1Y | -25.0% | +7.8% | -32.8% | -28.0% |
| 3Y | +1.5% | +5.8% | -4.2% | -3.2% |
| 5Y | +5.6% | -11.6% | +17.2% | +7.8% |
| All | +206.4% | +14.6% | +191.8% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling