-11.6%
HL vs AMT
+9.0%
-20.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -1.9% |
| 7D | -11.1% | +1.5% | -12.6% | -11.1% |
| 30D | -12.1% | +6.8% | -18.9% | -12.0% |
| 3M | -26.1% | +11.2% | -37.3% | -26.1% |
| 6M | -37.7% | +12.5% | -50.2% | -37.8% |
| YTD | -31.7% | +12.5% | -44.2% | -31.0% |
| 1Y | -11.6% | +10.1% | -21.8% | -11.0% |
| All | -11.6% | +9.0% | -20.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling