+24.3%
HWM vs AMCR
+11.5%
+12.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.5% | -5.0% | -7.6% | -10.9% |
| 30D | -19.0% | -8.0% | -11.0% | -16.6% |
| 3M | -8.6% | +14.3% | -22.9% | -14.1% |
| 6M | -10.2% | +5.3% | -15.5% | -14.3% |
| YTD | +11.3% | +7.7% | +3.6% | +6.6% |
| 1Y | +24.3% | +10.8% | +13.4% | +17.9% |
| All | +24.3% | +11.5% | +12.7% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling