+108.0%
AMGN vs HST
+72.4%
+35.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.2% | -10.1% |
| 7D | -10.3% | +2.0% | -12.2% | -10.6% |
| 30D | -3.8% | -5.2% | +1.5% | -2.9% |
| 3M | +14.4% | -6.2% | +20.6% | +15.6% |
| 6M | +7.8% | +20.4% | -12.6% | +4.1% |
| YTD | +22.6% | +30.6% | -8.0% | +16.5% |
| 1Y | +44.2% | +37.4% | +6.9% | +35.7% |
| 3Y | +65.8% | +66.1% | -0.3% | +50.8% |
| 5Y | +108.0% | +73.7% | +34.3% | +83.4% |
| All | +108.0% | +72.4% | +35.5% | +83.4% |
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