+1,311.4%
AMT vs HST
+271.2%
+1,040.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | -0.2% | -1.0% | +0.8% | +0.1% |
| 30D | +4.6% | -12.3% | +16.9% | +8.6% |
| 3M | -8.4% | -6.4% | -2.1% | -6.9% |
| 6M | -6.0% | +15.0% | -21.0% | -10.4% |
| YTD | +2.1% | +30.5% | -28.4% | -6.4% |
| 1Y | -6.4% | +35.7% | -42.1% | -15.5% |
| 3Y | +8.1% | +68.4% | -60.3% | -10.8% |
| 5Y | -31.9% | +73.1% | -105.1% | -45.8% |
| 10Y | +97.1% | +92.7% | +4.4% | +36.3% |
| All | +1,311.4% | +271.2% | +1,040.2% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling