-79.4%
AMIX vs HST
+30.3%
-109.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -1.9% |
| 7D | -25.1% | +3.3% | -28.4% | -22.8% |
| 30D | -54.5% | +16.4% | -70.9% | -47.8% |
| 3M | -91.7% | +5.5% | -97.2% | -91.6% |
| 6M | -79.4% | +31.1% | -110.6% | -83.1% |
| All | -79.4% | +30.3% | -109.7% | -83.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling