+1,352.0%
HWM vs AMBA
-9.9%
+1,361.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -3.9% |
| 7D | -2.4% | -14.6% | +12.1% | +0.8% |
| 30D | -13.3% | -18.8% | +5.5% | -9.6% |
| 3M | -31.0% | -32.6% | +1.6% | -25.6% |
| 6M | -17.1% | -25.8% | +8.7% | -15.6% |
| YTD | -1.9% | -22.1% | +20.3% | -2.3% |
| 1Y | -2.4% | -36.2% | +33.8% | +0.8% |
| 3Y | +322.2% | +10.0% | +312.2% | +257.6% |
| 5Y | +509.8% | -71.6% | +581.4% | +552.5% |
| 10Y | +1,453.8% | -4.7% | +1,458.5% | +899.5% |
| All | +1,352.0% | -9.9% | +1,361.8% | +863.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling