+608.0%
HWM vs AMCR
-9.0%
+617.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | +11.1% | -4.5% | +15.6% | +13.2% |
| 30D | +3.0% | +4.9% | -1.9% | +0.6% |
| 3M | -20.7% | -4.6% | -16.1% | -19.5% |
| 6M | -17.2% | +15.2% | -32.4% | -23.0% |
| YTD | +9.1% | +9.7% | -0.7% | +2.6% |
| 1Y | +9.0% | +10.5% | -1.5% | +2.1% |
| 3Y | +353.8% | +13.8% | +340.0% | +297.7% |
| 5Y | +608.0% | -9.1% | +617.2% | +630.5% |
| All | +608.0% | -9.0% | +617.0% | +630.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling