+641.7%
HWM vs AMCR
-10.5%
+652.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.8% | -8.9% | -9.9% |
| 7D | -9.2% | -1.8% | -7.3% | -8.4% |
| 30D | -17.9% | -6.0% | -11.8% | -15.7% |
| 3M | -6.0% | +18.9% | -25.0% | -13.4% |
| 6M | -7.4% | +5.7% | -13.0% | -10.4% |
| YTD | +13.1% | +11.1% | +2.0% | +6.3% |
| 1Y | +29.3% | +12.7% | +16.6% | +20.4% |
| 3Y | +389.9% | +9.6% | +380.3% | +339.9% |
| All | +641.7% | -10.5% | +652.2% | +643.7% |
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