-91.3%
AMIX vs HST
+65.5%
-156.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.7% | +0.1% | -8.4% |
| 7D | -25.5% | -4.2% | -21.3% | -27.0% |
| 30D | -56.2% | +9.6% | -65.8% | -53.5% |
| 3M | -87.4% | -1.1% | -86.3% | -87.5% |
| 6M | -80.9% | +21.1% | -102.0% | -80.2% |
| YTD | -86.8% | +47.1% | -133.9% | -84.8% |
| 1Y | -91.3% | +64.0% | -155.4% | -88.6% |
| All | -91.3% | +65.5% | -156.8% | -88.6% |
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