+31.7%
HD vs AMCR
+15.7%
+16.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | -1.2% | -8.5% | +7.3% | +2.9% |
| 30D | +20.9% | +6.8% | +14.1% | +17.5% |
| 3M | -0.2% | -5.0% | +4.8% | +2.1% |
| 6M | +14.5% | +13.9% | +0.6% | +8.4% |
| YTD | +4.3% | +11.2% | -6.9% | -1.2% |
| 1Y | -3.5% | +11.3% | -14.8% | -8.6% |
| All | +31.7% | +15.7% | +16.0% | +21.1% |
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 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