+6,351.7%
AMD vs HST
+142.8%
+6,208.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.1% | +11.1% |
| 7D | -11.0% | -2.7% | -8.4% | -9.7% |
| 30D | -30.5% | +10.7% | -41.2% | -33.0% |
| 3M | -8.2% | +6.3% | -14.5% | -10.2% |
| 6M | +6.6% | +19.0% | -12.4% | -0.8% |
| YTD | +109.7% | +47.0% | +62.6% | +78.9% |
| 1Y | +88.9% | +53.4% | +35.5% | +58.0% |
| 3Y | +301.8% | +78.0% | +223.8% | +213.9% |
| 5Y | +229.4% | +71.7% | +157.7% | +161.7% |
| All | +6,351.7% | +142.8% | +6,208.9% | +5,407.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling