+247.2%
HD vs AME
+438.4%
-191.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.2% | -4.1% | +9.3% | +7.3% |
| 30D | +20.7% | -4.1% | +24.9% | +22.7% |
| 3M | +0.8% | -5.6% | +6.4% | +3.1% |
| 6M | +12.2% | +2.8% | +9.4% | +8.7% |
| YTD | +4.2% | +16.6% | -12.4% | -6.6% |
| 1Y | -2.6% | +21.1% | -23.7% | -14.6% |
| 3Y | +30.0% | +61.1% | -31.1% | -6.9% |
| 5Y | +8.1% | +76.6% | -68.5% | -27.4% |
| 10Y | +247.2% | +431.3% | -184.2% | +40.5% |
| All | +247.2% | +438.4% | -191.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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