+133.7%
AMT vs HST
+143.2%
-9.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | +0.3% |
| 7D | +1.6% | +0.6% | +1.1% | +1.5% |
| 30D | +4.5% | +14.5% | -10.0% | +1.8% |
| 3M | +13.8% | +15.4% | -1.6% | +10.7% |
| 6M | +10.0% | +22.0% | -11.9% | +5.8% |
| YTD | +11.8% | +54.9% | -43.1% | +2.5% |
| 1Y | +10.2% | +54.0% | -43.7% | +1.1% |
| 3Y | +15.1% | +90.4% | -75.3% | 0.0% |
| 5Y | -18.8% | +84.2% | -103.1% | -29.9% |
| 10Y | +133.7% | +144.6% | -10.9% | +99.3% |
| All | +133.7% | +143.2% | -9.6% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling