+14,883.7%
AMD vs HLT
+813.2%
+14,070.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.8% |
| 7D | +13.1% | +0.1% | +13.0% | +13.3% |
| 30D | -7.0% | +15.1% | -22.0% | -14.5% |
| 3M | +16.6% | +19.8% | -3.3% | +4.2% |
| 6M | +20.5% | +19.6% | +0.9% | +7.2% |
| YTD | +158.2% | +31.4% | +126.8% | +116.3% |
| 1Y | +132.8% | +38.0% | +94.8% | +88.6% |
| 3Y | +366.2% | +134.7% | +231.6% | +178.1% |
| 5Y | +278.7% | +166.2% | +112.5% | +112.7% |
| 10Y | +8,164.6% | +705.6% | +7,459.0% | +2,416.3% |
| All | +14,883.7% | +813.2% | +14,070.6% | +4,354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling