+1,513.6%
HWM vs AMCR
+18.6%
+1,495.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | +11.1% | -4.5% | +15.6% | +13.8% |
| 30D | +3.0% | +4.9% | -1.9% | -0.1% |
| 3M | -20.7% | -4.6% | -16.1% | -19.2% |
| 6M | -17.2% | +15.2% | -32.4% | -24.5% |
| YTD | +9.1% | +9.7% | -0.7% | +0.9% |
| 1Y | +9.0% | +10.5% | -1.5% | +0.3% |
| 3Y | +353.8% | +13.8% | +340.0% | +291.3% |
| 5Y | +608.0% | -9.1% | +617.2% | +598.2% |
| 10Y | +1,510.3% | +18.6% | +1,491.7% | +1,121.0% |
| All | +1,513.6% | +18.6% | +1,495.0% | +1,123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling