+376.3%
AMD vs HLT
+149.2%
+227.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +7.6% |
| 7D | +10.0% | -2.4% | +12.4% | +12.0% |
| 30D | +4.6% | -4.1% | +8.7% | +7.8% |
| 3M | +3.1% | -10.6% | +13.7% | +11.9% |
| 6M | +162.8% | +2.0% | +160.8% | +154.0% |
| YTD | +136.2% | +6.1% | +130.0% | +119.2% |
| 1Y | +234.0% | +9.8% | +224.2% | +196.9% |
| 3Y | +376.7% | +99.0% | +277.7% | +150.2% |
| 5Y | +376.3% | +151.5% | +224.9% | +121.5% |
| All | +376.3% | +149.2% | +227.2% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling