+1,497.0%
HWM vs AMCR
+18.6%
+1,478.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +7.3% | -2.4% | +9.7% | +8.7% |
| 30D | +1.6% | +3.6% | -2.0% | -0.8% |
| 3M | -21.9% | -4.2% | -17.7% | -20.5% |
| 6M | -19.0% | +15.5% | -34.6% | -26.3% |
| YTD | +7.9% | +9.7% | -1.8% | -0.1% |
| 1Y | +9.9% | +8.3% | +1.6% | +2.4% |
| 3Y | +342.1% | +15.4% | +326.8% | +278.1% |
| 5Y | +600.8% | -9.1% | +609.9% | +591.0% |
| 10Y | +1,493.8% | +18.6% | +1,475.2% | +1,108.5% |
| All | +1,497.0% | +18.6% | +1,478.4% | +1,111.0% |
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