+65.2%
AMKR vs HST
+82.3%
-17.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +10.0% | +3.6% | +6.5% | +7.2% |
| 30D | -19.4% | +11.2% | -30.6% | -25.3% |
| 3M | -37.4% | +13.1% | -50.5% | -42.7% |
| 6M | -51.5% | +23.9% | -75.4% | -59.1% |
| YTD | -8.1% | +52.3% | -60.4% | -33.6% |
| 1Y | +13.8% | +56.7% | -42.9% | -19.6% |
| 3Y | +59.4% | +87.5% | -28.1% | -1.7% |
| All | +65.2% | +82.3% | -17.1% | +0.3% |
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