+30.7%
HD vs AME
+64.2%
-33.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.5% | +5.9% | -4.4% | -0.5% |
| 30D | +18.0% | -1.9% | +19.9% | +18.2% |
| 3M | +2.8% | -5.4% | +8.2% | +4.4% |
| 6M | +17.0% | +4.9% | +12.0% | +13.4% |
| YTD | +3.5% | +18.5% | -14.9% | -4.6% |
| 1Y | -2.6% | +25.5% | -28.0% | -12.3% |
| 3Y | +30.7% | +63.0% | -32.3% | +3.7% |
| All | +30.7% | +64.2% | -33.5% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling