+11,749.2%
AMD vs HST
+1,609.3%
+10,139.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | -15.5% | +3.3% | -18.8% | -16.5% |
| 30D | -22.6% | +16.4% | -39.0% | -26.9% |
| 3M | -5.7% | +5.5% | -11.2% | -7.8% |
| 6M | +43.1% | +31.1% | +12.0% | +29.0% |
| YTD | +128.2% | +55.9% | +72.3% | +92.7% |
| 1Y | +95.5% | +75.6% | +19.9% | +57.1% |
| 3Y | +335.4% | +87.8% | +247.7% | +241.2% |
| 5Y | +255.5% | +86.6% | +168.8% | +180.6% |
| 10Y | +7,350.9% | +161.1% | +7,189.8% | +4,604.2% |
| All | +11,749.2% | +1,609.3% | +10,139.9% | +3,683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling