+133.2%
AMKR vs HST
+68.6%
+64.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +11.1% | +2.0% | +9.1% | +9.4% |
| 30D | -8.1% | -5.2% | -2.8% | -4.1% |
| 3M | -25.6% | -6.2% | -19.4% | -22.9% |
| 6M | +22.5% | +20.4% | +2.1% | +2.2% |
| YTD | +29.1% | +30.6% | -1.5% | 0.0% |
| 1Y | +105.7% | +37.4% | +68.3% | +51.8% |
| 3Y | +133.2% | +66.1% | +67.1% | +46.7% |
| All | +133.2% | +68.6% | +64.6% | +46.7% |
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