-99.9%
AMIX vs HST
+48.2%
-148.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.7% | +0.1% | -6.0% |
| 7D | -25.5% | -4.2% | -21.3% | -25.7% |
| 30D | -56.2% | +9.6% | -65.8% | -55.8% |
| 3M | -87.4% | -1.1% | -86.3% | -87.4% |
| 6M | -80.9% | +21.1% | -102.0% | -81.0% |
| YTD | -86.8% | +47.1% | -133.9% | -87.0% |
| 1Y | -91.3% | +64.0% | -155.4% | -91.5% |
| All | -99.9% | +48.2% | -148.2% | -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