+441.1%
HWM vs AMBA
-1.0%
+442.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -2.1% | -11.0% | +8.9% | -0.4% |
| 30D | -11.0% | -23.2% | +12.2% | -7.6% |
| 3M | +4.0% | -12.7% | +16.8% | +4.1% |
| 6M | -0.2% | +11.2% | -11.4% | -5.9% |
| YTD | +26.7% | -11.2% | +37.9% | +23.7% |
| 1Y | +44.7% | -22.5% | +67.3% | +43.2% |
| All | +441.1% | -1.0% | +442.1% | +365.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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