+1,773.8%
HWM vs AMCR
+22.3%
+1,751.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.1% |
| 30D | -11.0% | -4.1% | -6.9% | -9.2% |
| 3M | +4.0% | +21.7% | -17.6% | -7.4% |
| 6M | -0.2% | +1.5% | -1.7% | -2.2% |
| YTD | +26.7% | +13.1% | +13.5% | +15.8% |
| 1Y | +44.7% | +16.5% | +28.2% | +29.6% |
| 3Y | +426.1% | +10.3% | +415.8% | +365.5% |
| 5Y | +738.5% | -7.7% | +746.2% | +723.6% |
| All | +1,773.8% | +22.3% | +1,751.5% | +1,304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling