+17.6%
HWM vs AMRZ
-17.5%
+35.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.0% |
| 7D | +3.4% | +1.2% | +2.2% | +3.0% |
| 30D | -7.5% | +15.1% | -22.6% | -10.9% |
| 3M | -28.9% | -18.1% | -10.8% | -25.4% |
| 6M | -19.6% | -23.5% | +3.8% | -14.8% |
| YTD | +0.6% | -21.6% | +22.2% | +6.1% |
| 1Y | +0.3% | -14.7% | +15.1% | +5.0% |
| All | +17.6% | -17.5% | +35.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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