+1,773.8%
HWM vs AMC
-98.9%
+1,872.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.6% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | -11.0% | -0.7% | -10.2% | -11.0% |
| 3M | +4.0% | +35.2% | -31.2% | +2.4% |
| 6M | -0.2% | +124.6% | -124.8% | -3.7% |
| YTD | +26.7% | +69.9% | -43.2% | +23.2% |
| 1Y | +44.7% | -2.6% | +47.3% | +43.3% |
| 3Y | +426.1% | -79.8% | +505.9% | +434.1% |
| 5Y | +738.5% | -99.4% | +837.9% | +809.2% |
| All | +1,773.8% | -98.9% | +1,872.7% | +1,614.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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