+1,559.5%
HWM vs AMCR
+14.6%
+1,544.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.6% |
| 7D | -11.4% | -6.3% | -5.2% | -8.2% |
| 30D | -18.5% | -7.8% | -10.7% | -14.9% |
| 3M | -13.2% | +7.5% | -20.7% | -17.3% |
| 6M | -8.7% | +2.7% | -11.4% | -11.0% |
| YTD | +12.2% | +6.0% | +6.1% | +6.3% |
| 1Y | +24.9% | +7.8% | +17.1% | +16.9% |
| 3Y | +383.9% | +5.8% | +378.1% | +337.2% |
| 5Y | +646.1% | -11.6% | +657.8% | +650.0% |
| All | +1,559.5% | +14.6% | +1,544.8% | +1,189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling