+252.1%
HL vs AMRZ
-17.3%
+269.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.9% |
| 7D | +7.1% | -2.0% | +9.1% | +8.0% |
| 30D | +21.4% | -9.8% | +31.3% | +27.0% |
| 3M | +37.4% | -17.2% | +54.7% | +48.9% |
| 6M | +0.4% | -26.9% | +27.3% | +14.6% |
| YTD | +6.7% | -21.5% | +28.2% | +20.7% |
| 1Y | +102.4% | -22.9% | +125.2% | +122.1% |
| All | +252.1% | -17.3% | +269.3% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling