+824.0%
HD vs AMCR
+100.2%
+723.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -32.8% | -23.3% |
| 3Y | +4.1% | +6.9% | -2.8% | +0.5% |
| 5Y | +10.3% | -10.5% | +20.8% | +11.6% |
| 10Y | +203.2% | +20.9% | +182.3% | +171.7% |
| All | +824.0% | +100.2% | +723.8% | +728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling