+261.9%
AMD vs HST
+77.1%
+184.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.7% | -11.6% | -13.6% |
| 7D | -28.6% | -4.2% | -24.4% | -26.1% |
| 30D | -37.7% | +9.6% | -47.3% | -40.6% |
| 3M | -16.1% | -1.1% | -15.0% | -15.2% |
| 6M | +13.8% | +21.1% | -7.3% | +0.6% |
| YTD | +88.8% | +47.1% | +41.7% | +47.1% |
| 1Y | +57.8% | +64.0% | -6.3% | +13.3% |
| All | +261.9% | +77.1% | +184.8% | +140.2% |
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