+331.1%
AMD vs HST
+68.9%
+262.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.5% |
| 7D | +2.6% | -1.0% | +3.6% | +3.2% |
| 30D | -0.9% | -12.3% | +11.3% | +6.7% |
| 3M | -8.7% | -6.4% | -2.4% | -6.2% |
| 6M | +136.3% | +15.0% | +121.3% | +113.5% |
| YTD | +123.0% | +30.5% | +92.5% | +85.8% |
| 1Y | +195.2% | +35.7% | +159.5% | +138.0% |
| All | +331.1% | +68.9% | +262.2% | +190.9% |
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 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