-99.8%
AMIX vs HST
+31.5%
-131.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -13.7% | -1.0% | -12.7% | -13.8% |
| 30D | -62.1% | -12.3% | -49.8% | -62.4% |
| 3M | -46.2% | -6.4% | -39.8% | -46.7% |
| 6M | -46.4% | +15.0% | -61.4% | -47.4% |
| YTD | -60.3% | +30.5% | -90.8% | -61.2% |
| 1Y | -79.7% | +35.7% | -115.3% | -80.2% |
| All | -99.8% | +31.5% | -131.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling