-91.6%
AMIX vs HST
+57.3%
-148.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -16.0% | -2.7% | -13.3% | -17.1% |
| 30D | -55.4% | +10.7% | -66.1% | -52.0% |
| 3M | -87.5% | +6.3% | -93.8% | -86.9% |
| 6M | -81.2% | +19.0% | -100.2% | -80.3% |
| YTD | -86.8% | +47.0% | -133.9% | -83.5% |
| 1Y | -91.6% | +53.4% | -145.0% | -88.3% |
| All | -91.6% | +57.3% | -148.8% | -88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling