+3.1%
HD vs AMCR
+10.1%
-7.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | -1.2% | -1.8% | +0.7% | -0.4% |
| 30D | -11.1% | -6.0% | -5.1% | -8.7% |
| 3M | +2.0% | +18.9% | -16.9% | -5.1% |
| 6M | -10.5% | +5.7% | -16.1% | -13.1% |
| YTD | -6.9% | +11.1% | -17.9% | -11.8% |
| 1Y | -23.2% | +12.7% | -35.9% | -27.7% |
| 3Y | +3.1% | +9.6% | -6.5% | -4.2% |
| All | +3.1% | +10.1% | -7.0% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling