+10.8%
HD vs AME
+82.5%
-71.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -8.4% | -6.7% | -1.7% | -5.0% |
| 3M | +4.3% | +4.1% | +0.3% | +1.6% |
| 6M | -11.1% | +1.6% | -12.7% | -12.4% |
| YTD | -4.7% | +16.1% | -20.8% | -13.1% |
| 1Y | -19.8% | +27.3% | -47.1% | -30.9% |
| 3Y | +4.1% | +50.9% | -46.8% | -21.5% |
| All | +10.8% | +82.5% | -71.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling