+634.9%
HLT vs AMCR
+45.9%
+589.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -1.6% | -6.3% | +4.7% | +0.4% |
| 30D | -5.0% | -7.8% | +2.8% | -2.6% |
| 3M | -10.4% | +7.5% | -17.9% | -12.8% |
| 6M | +3.2% | +2.7% | +0.6% | +1.7% |
| YTD | +6.7% | +6.0% | +0.7% | +3.5% |
| 1Y | +10.3% | +7.8% | +2.5% | +6.2% |
| 3Y | +99.3% | +5.8% | +93.5% | +90.2% |
| 5Y | +143.7% | -11.6% | +155.3% | +145.8% |
| 10Y | +584.7% | +14.6% | +570.1% | +526.6% |
| All | +634.9% | +45.9% | +589.0% | +581.6% |
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