+60,958.4%
AMGN vs HST
+1,330.6%
+59,627.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +7.8% | -12.3% | +20.1% | +10.3% |
| 3M | +27.3% | -6.4% | +33.6% | +28.6% |
| 6M | +16.8% | +15.0% | +1.8% | +13.8% |
| YTD | +36.3% | +30.5% | +5.8% | +29.6% |
| 1Y | +60.4% | +35.7% | +24.8% | +51.3% |
| 3Y | +86.3% | +68.4% | +18.0% | +67.9% |
| 5Y | +125.7% | +73.1% | +52.5% | +98.2% |
| 10Y | +247.0% | +92.7% | +154.3% | +183.8% |
| All | +60,958.4% | +1,330.6% | +59,627.8% | +32,734.7% |
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