+33,321.4%
HD vs AME
+18,019.4%
+15,302.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -2.8% |
| 7D | +4.3% | -5.2% | +9.5% | +6.2% |
| 30D | +20.2% | -8.0% | +28.2% | +23.5% |
| 3M | -1.0% | -8.9% | +7.9% | +1.9% |
| 6M | +7.9% | -5.0% | +12.9% | +9.1% |
| YTD | +2.0% | +11.9% | -9.9% | -3.3% |
| 1Y | -4.3% | +16.6% | -20.9% | -10.7% |
| 3Y | +25.9% | +62.5% | -36.5% | +2.2% |
| 5Y | +5.8% | +67.6% | -61.8% | -15.0% |
| 10Y | +262.5% | +450.4% | -187.8% | +89.4% |
| All | +33,321.4% | +18,019.4% | +15,302.0% | +6,546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling