+65.8%
AMGN vs HST
+68.6%
-2.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.2% | -10.1% |
| 7D | -10.3% | +2.0% | -12.2% | -10.7% |
| 30D | -3.8% | -5.2% | +1.5% | -2.5% |
| 3M | +14.4% | -6.2% | +20.6% | +16.1% |
| 6M | +7.8% | +20.4% | -12.6% | +2.3% |
| YTD | +22.6% | +30.6% | -8.0% | +13.5% |
| 1Y | +44.2% | +37.4% | +6.9% | +31.4% |
| 3Y | +65.8% | +66.1% | -0.3% | +41.3% |
| All | +65.8% | +68.6% | -2.8% | +41.3% |
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