+1,431.6%
AMT vs HST
+318.2%
+1,113.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | +0.5% | -2.7% | +3.2% | +1.3% |
| 30D | +13.6% | +10.7% | +2.9% | +10.0% |
| 3M | +11.5% | +6.3% | +5.2% | +9.2% |
| 6M | +6.9% | +19.0% | -12.0% | +1.0% |
| YTD | +10.8% | +47.0% | -36.2% | -2.1% |
| 1Y | +10.3% | +53.4% | -43.1% | -4.0% |
| 3Y | +12.4% | +78.0% | -65.6% | -8.7% |
| 5Y | -20.1% | +71.7% | -91.8% | -36.2% |
| 10Y | +116.8% | +146.2% | -29.4% | +38.4% |
| All | +1,431.6% | +318.2% | +1,113.4% | +398.2% |
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