+125.4%
HL vs AMRZ
-19.2%
+144.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -11.1% | -2.1% | -9.0% | -10.1% |
| 30D | -12.1% | +13.0% | -25.0% | -16.7% |
| 3M | -26.1% | -12.1% | -14.0% | -21.6% |
| 6M | -37.7% | -19.1% | -18.6% | -31.6% |
| YTD | -31.7% | -23.3% | -8.4% | -21.7% |
| 1Y | -11.6% | -16.6% | +4.9% | +1.3% |
| All | +125.4% | -19.2% | +144.6% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling