+256.9%
HL vs AMCR
+14.6%
+242.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.4% |
| 7D | -4.4% | -6.3% | +1.9% | -1.1% |
| 30D | +9.3% | -7.8% | +17.1% | +14.2% |
| 3M | +32.0% | +7.5% | +24.4% | +26.8% |
| 6M | -6.4% | +2.7% | -9.1% | -8.0% |
| YTD | +3.1% | +6.0% | -2.9% | -0.5% |
| 1Y | +77.6% | +7.8% | +69.8% | +69.8% |
| 3Y | +392.8% | +5.8% | +387.0% | +365.5% |
| 5Y | +234.1% | -11.6% | +245.7% | +247.6% |
| All | +256.9% | +14.6% | +242.3% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling