+903.6%
HD vs AMCR
+100.3%
+803.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | -2.4% | +3.9% | +2.3% |
| 30D | +18.0% | +3.6% | +14.4% | +16.8% |
| 3M | +2.8% | -4.2% | +7.0% | +4.3% |
| 6M | +17.0% | +15.5% | +1.4% | +11.9% |
| YTD | +3.5% | +9.7% | -6.2% | +0.2% |
| 1Y | -2.6% | +8.3% | -10.9% | -5.3% |
| 3Y | +30.7% | +15.4% | +15.4% | +23.8% |
| 5Y | +6.2% | -9.1% | +15.3% | +7.3% |
| 10Y | +242.7% | +18.6% | +224.1% | +207.4% |
| All | +903.6% | +100.3% | +803.3% | +801.4% |
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