+390.3%
HWM vs AMCR
+8.5%
+381.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | -8.0% | -6.3% | -1.8% | -6.3% |
| 30D | -18.0% | -7.1% | -10.9% | -16.3% |
| 3M | -9.5% | +12.7% | -22.2% | -13.1% |
| 6M | -8.4% | +5.2% | -13.5% | -10.8% |
| YTD | +13.6% | +8.1% | +5.6% | +9.8% |
| 1Y | +30.2% | +11.7% | +18.5% | +24.7% |
| All | +390.3% | +8.5% | +381.8% | +369.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling