+1,387.4%
HWM vs AMC
-98.7%
+1,486.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.4% |
| 7D | +3.3% | +2.6% | +0.7% | +3.2% |
| 30D | -7.6% | +9.0% | -16.6% | -7.9% |
| 3M | -28.9% | +22.2% | -51.1% | -29.5% |
| 6M | -19.7% | +91.5% | -111.1% | -22.0% |
| YTD | +0.5% | +101.3% | -100.7% | -2.8% |
| 1Y | +0.3% | +20.8% | -20.5% | -1.5% |
| 3Y | +325.8% | -71.3% | +397.2% | +329.2% |
| 5Y | +524.7% | -99.2% | +624.0% | +572.6% |
| 10Y | +1,491.8% | -98.7% | +1,590.5% | +1,350.6% |
| All | +1,387.4% | -98.7% | +1,486.2% | +1,252.3% |
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