+5,710.3%
AMD vs HST
+142.9%
+5,567.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.7% | -11.6% | -14.9% |
| 7D | -28.6% | -4.2% | -24.4% | -27.0% |
| 30D | -37.7% | +9.6% | -47.3% | -39.8% |
| 3M | -16.1% | -1.1% | -15.0% | -15.6% |
| 6M | +13.8% | +21.1% | -7.3% | +5.3% |
| YTD | +88.8% | +47.1% | +41.7% | +61.1% |
| 1Y | +57.8% | +64.0% | -6.3% | +28.0% |
| 3Y | +260.3% | +77.1% | +183.1% | +182.0% |
| 5Y | +196.6% | +71.8% | +124.9% | +135.7% |
| All | +5,710.3% | +142.9% | +5,567.4% | +4,858.7% |
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