-99.9%
AMIX vs HST
+48.2%
-148.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -16.0% | -2.7% | -13.3% | -16.1% |
| 30D | -55.4% | +10.7% | -66.1% | -55.0% |
| 3M | -87.5% | +6.3% | -93.8% | -87.4% |
| 6M | -81.2% | +19.0% | -100.2% | -81.3% |
| YTD | -86.8% | +47.0% | -133.9% | -87.0% |
| 1Y | -91.6% | +53.4% | -145.0% | -91.7% |
| All | -99.9% | +48.2% | -148.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling