+509.8%
HWM vs AMBA
-72.1%
+581.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -4.3% |
| 7D | -2.4% | -14.6% | +12.1% | +0.3% |
| 30D | -13.3% | -18.8% | +5.5% | -10.2% |
| 3M | -31.0% | -32.6% | +1.6% | -26.5% |
| 6M | -17.1% | -25.8% | +8.7% | -15.8% |
| YTD | -1.9% | -22.1% | +20.3% | -2.3% |
| 1Y | -2.4% | -36.2% | +33.8% | +0.4% |
| 3Y | +322.2% | +10.0% | +312.2% | +263.7% |
| 5Y | +509.8% | -71.6% | +581.4% | +503.8% |
| All | +509.8% | -72.1% | +581.9% | +503.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling