+25.0%
HL vs AMCR
+32.3%
-7.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.3% | +9.9% | +11.0% |
| 7D | +0.2% | +6.2% | -6.0% | -3.7% |
| 30D | -12.1% | +16.0% | -28.1% | -20.7% |
| 3M | -2.8% | +4.4% | -7.2% | -5.8% |
| 6M | -14.9% | +35.5% | -50.4% | -30.6% |
| YTD | -22.0% | +21.5% | -43.6% | -30.6% |
| 1Y | +25.0% | +30.7% | -5.7% | +5.3% |
| All | +25.0% | +32.3% | -7.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling