+95.5%
AMD vs HST
+76.4%
+19.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -15.5% | +3.3% | -18.8% | -16.4% |
| 30D | -22.6% | +16.4% | -39.0% | -26.1% |
| 3M | -5.7% | +5.5% | -11.2% | -7.5% |
| 6M | +43.1% | +31.1% | +12.0% | +27.8% |
| YTD | +128.2% | +55.9% | +72.3% | +101.9% |
| 1Y | +95.5% | +75.6% | +19.9% | +76.9% |
| All | +95.5% | +76.4% | +19.1% | +76.9% |
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