+156.7%
AMGN vs HST
+77.0%
+79.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | +0.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | +12.1% | +11.6% | +0.5% | +10.0% |
| 3M | +13.9% | +9.5% | +4.3% | +12.0% |
| 6M | +42.1% | +18.9% | +23.2% | +37.6% |
| YTD | +45.0% | +51.0% | -5.9% | +34.4% |
| 1Y | +49.3% | +53.0% | -3.6% | +37.9% |
| 3Y | +92.8% | +87.5% | +5.3% | +71.5% |
| 5Y | +156.7% | +76.7% | +80.1% | +131.8% |
| All | +156.7% | +77.0% | +79.8% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling