+8,378.1%
AMD vs HLT
+590.3%
+7,787.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.2% |
| 7D | +10.4% | -2.6% | +13.0% | +12.0% |
| 30D | +6.2% | -2.6% | +8.8% | +7.6% |
| 3M | +11.3% | -9.4% | +20.7% | +17.5% |
| 6M | +147.8% | +2.7% | +145.1% | +141.5% |
| YTD | +135.2% | +6.8% | +128.4% | +123.0% |
| 1Y | +215.7% | +12.4% | +203.3% | +187.3% |
| 3Y | +374.7% | +100.2% | +274.5% | +208.1% |
| 5Y | +378.7% | +143.7% | +235.0% | +183.3% |
| All | +8,378.1% | +590.3% | +7,787.8% | +2,906.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling