+228.7%
HL vs AMCR
-12.3%
+241.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.2% |
| 7D | -4.4% | -6.3% | +1.9% | -0.4% |
| 30D | +9.3% | -7.8% | +17.1% | +15.1% |
| 3M | +32.0% | +7.5% | +24.4% | +25.8% |
| 6M | -6.4% | +2.7% | -9.1% | -8.5% |
| YTD | +3.1% | +6.0% | -2.9% | -1.3% |
| 1Y | +77.6% | +7.8% | +69.8% | +68.0% |
| 3Y | +392.8% | +5.8% | +387.0% | +348.5% |
| All | +228.7% | -12.3% | +241.0% | +261.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling