+115.4%
AMD vs HLT
+36.0%
+79.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | +18.9% | +0.7% | +18.2% | +18.7% |
| 30D | -6.4% | +13.7% | -20.2% | -8.7% |
| 3M | +10.6% | +16.3% | -5.8% | +7.3% |
| 6M | +19.9% | +19.9% | 0.0% | +14.3% |
| YTD | +149.4% | +30.1% | +119.3% | +135.9% |
| 1Y | +115.4% | +38.5% | +76.9% | +106.8% |
| All | +115.4% | +36.0% | +79.3% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling