+195.2%
AMD vs HST
+38.1%
+157.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | -1.0% | +3.6% | +2.8% |
| 30D | -0.9% | -12.3% | +11.3% | +2.3% |
| 3M | -8.7% | -6.4% | -2.4% | -8.4% |
| 6M | +136.3% | +15.0% | +121.3% | +121.4% |
| YTD | +123.0% | +30.5% | +92.5% | +113.5% |
| 1Y | +195.2% | +35.7% | +159.5% | +184.8% |
| All | +195.2% | +38.1% | +157.1% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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