+301.8%
AMD vs HST
+77.0%
+224.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.1% | +11.1% |
| 7D | -11.0% | -2.7% | -8.4% | -8.9% |
| 30D | -30.5% | +10.7% | -41.2% | -34.1% |
| 3M | -8.2% | +6.3% | -14.5% | -10.9% |
| 6M | +6.6% | +19.0% | -12.4% | -4.9% |
| YTD | +109.7% | +47.0% | +62.6% | +63.4% |
| 1Y | +88.9% | +53.4% | +35.5% | +42.7% |
| 3Y | +301.8% | +78.0% | +223.8% | +166.8% |
| All | +301.8% | +77.0% | +224.8% | +166.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling