+498.1%
HL vs AMCR
+97.2%
+400.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +3.1% |
| 7D | +0.4% | -6.3% | +6.7% | +3.2% |
| 30D | +18.8% | -7.1% | +26.0% | +22.8% |
| 3M | +43.7% | +12.7% | +31.1% | +36.4% |
| 6M | -1.0% | +5.2% | -6.2% | -3.4% |
| YTD | +8.7% | +8.1% | +0.7% | +4.8% |
| 1Y | +105.0% | +11.7% | +93.3% | +94.9% |
| 3Y | +427.3% | +9.9% | +417.4% | +397.9% |
| 5Y | +249.3% | -8.7% | +258.0% | +257.5% |
| 10Y | +284.2% | +16.8% | +267.4% | +247.9% |
| All | +498.1% | +97.2% | +400.9% | +441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling