+254.2%
HD vs AME
+442.8%
-188.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -3.3% |
| 7D | +4.3% | -5.2% | +9.5% | +7.0% |
| 30D | +20.2% | -8.0% | +28.2% | +25.0% |
| 3M | -1.0% | -8.9% | +7.9% | +3.3% |
| 6M | +7.9% | -5.0% | +12.9% | +9.4% |
| YTD | +2.0% | +11.9% | -9.9% | -6.4% |
| 1Y | -4.3% | +16.6% | -20.9% | -14.4% |
| 3Y | +25.9% | +62.5% | -36.5% | -10.6% |
| 5Y | +5.8% | +67.6% | -61.8% | -26.7% |
| All | +254.2% | +442.8% | -188.6% | +43.1% |
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